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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 038 CHF | 254 063 CHF | 99,96% | 99,96% |
20/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 039 CHF | 254 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 291 CHF | 253 315 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 036 CHF | 254 061 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,17 % | 101,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 244 CHF | 256 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,35 % | 103,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 387 CHF | 257 437 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,04 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 216 CHF | 257 266 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,48 % | 103,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 226 CHF | 259 298 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,08 % | 103,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 882 CHF | 259 957 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,34 % | 103,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 092 CHF | 258 146 CHF | 100,00% | 100,00% |