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% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 057 CHF | 254 082 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 554 CHF | 253 579 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 921 CHF | 253 946 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 675 CHF | 253 700 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,69 % | 101,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 584 CHF | 253 609 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 459 CHF | 253 484 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 959 CHF | 253 984 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 179 CHF | 254 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 937 CHF | 253 962 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 052 CHF | 254 077 CHF | 100,00% | 100,00% |