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% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 753 CHF | 253 778 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 823 CHF | 253 848 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 677 CHF | 253 702 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,80 % | 101,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 314 CHF | 254 339 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 553 CHF | 254 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 763 CHF | 253 788 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 207 CHF | 254 232 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 126 CHF | 254 151 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 735 CHF | 253 760 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 577 CHF | 253 602 CHF | 100,00% | 100,00% |