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% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 969 CHF | 252 994 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 506 CHF | 252 517 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 248 CHF | 252 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 623 CHF | 251 623 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 133 CHF | 252 133 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 355 CHF | 251 355 CHF | 99,96% | 99,96% |
12/11/2024 | 0,80% | 99,74 % | 100,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 873 CHF | 251 873 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 970 CHF | 252 995 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 470 CHF | 252 480 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 153 CHF | 253 178 CHF | 100,00% | 100,00% |