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% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 650 CHF | 254 675 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 651 CHF | 254 676 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 650 CHF | 254 675 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,00 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 521 CHF | 254 546 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 550 CHF | 254 575 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,00 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 483 CHF | 254 508 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,93 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 388 CHF | 254 413 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 372 CHF | 254 397 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 218 CHF | 254 243 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 309 CHF | 254 334 CHF | 100,00% | 100,00% |