Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 554 CHF | 252 566 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 709 CHF | 252 726 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 964 CHF | 252 989 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 359 CHF | 252 363 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,95 % | 100,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 480 CHF | 251 480 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,46 % | 100,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 336 CHF | 250 336 CHF | 99,89% | 99,89% |
12/11/2024 | 0,80% | 99,07 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 738 CHF | 249 738 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,62 % | 100,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 079 CHF | 251 079 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,13 % | 99,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 295 CHF | 251 295 CHF | 99,95% | 99,95% |
07/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 539 CHF | 252 553 CHF | 100,00% | 100,00% |