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% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 279 CHF | 254 304 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 260 CHF | 254 285 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 148 CHF | 254 173 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 931 CHF | 253 956 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,82 % | 101,63 % | 200 000 | 250 000 | 238 165 | 250 000 | 240 105 CHF | 254 062 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 953 CHF | 253 978 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 050 CHF | 254 075 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 048 CHF | 254 073 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 709 CHF | 253 734 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 710 CHF | 253 735 CHF | 100,00% | 100,00% |