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% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 221 CHF | 253 246 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 856 CHF | 252 880 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 897 CHF | 252 919 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 658 CHF | 252 678 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 374 CHF | 252 382 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,73 % | 100,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 837 CHF | 250 837 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,39 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 427 CHF | 251 427 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 990 CHF | 251 990 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,88 % | 100,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 778 CHF | 251 778 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,94 % | 100,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 065 CHF | 252 065 CHF | 100,00% | 100,00% |