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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 101,14 % | 101,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 556 CHF | 254 581 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 534 CHF | 254 559 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 721 CHF | 253 746 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 187 CHF | 254 212 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 505 CHF | 253 530 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 075 CHF | 253 098 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 578 CHF | 252 591 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,03 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 355 CHF | 253 379 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 001 CHF | 255 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 400 CHF | 254 425 CHF | 100,00% | 100,00% |