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% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 900 CHF | 253 925 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 887 CHF | 253 912 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 013 CHF | 254 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 971 CHF | 253 996 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 565 CHF | 253 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,50 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 388 CHF | 253 413 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 314 CHF | 253 339 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 403 CHF | 253 428 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 341 CHF | 253 366 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 484 CHF | 253 509 CHF | 100,00% | 100,00% |