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% | 101,66 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 118 CHF | 256 168 CHF | 99,98% | 99,98% |
19/11/2024 | 0,80% | 101,12 % | 101,93 % | 200 000 | 250 000 | 206 853 | 250 000 | 209 141 CHF | 254 775 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 435 CHF | 254 460 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 841 CHF | 253 865 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 208 CHF | 255 233 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,51 % | 102,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 142 CHF | 255 168 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,56 % | 102,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 448 CHF | 255 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,71 % | 100,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 569 CHF | 251 569 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 98,85 % | 99,65 % | 250 000 | 200 000 | 250 000 | 231 163 | 247 966 CHF | 231 202 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,69 % | 100,49 % | 250 000 | 215 000 | 250 000 | 223 213 | 250 146 CHF | 225 143 CHF | 100,00% | 100,00% |