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% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 284 CHF | 253 306 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 806 CHF | 252 821 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 495 CHF | 253 520 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 134 CHF | 254 159 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,97 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 959 CHF | 253 984 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 757 CHF | 253 782 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 466 CHF | 255 499 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,77 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 434 CHF | 256 484 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 850 CHF | 254 879 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 974 CHF | 256 018 CHF | 99,94% | 99,94% |