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% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 886 CHF | 253 911 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 439 CHF | 253 464 CHF | 99,90% | 99,90% |
18/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 434 CHF | 254 459 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 984 CHF | 254 009 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 719 CHF | 251 720 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,73 % | 99,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 699 CHF | 250 701 CHF | 99,90% | 99,90% |
12/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 099 CHF | 253 119 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 345 CHF | 252 358 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,44 % | 100,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 988 CHF | 250 988 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 722 CHF | 253 747 CHF | 99,93% | 99,93% |