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% | 101,48 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 402 CHF | 256 452 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,66 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 085 CHF | 255 112 CHF | 99,63% | 99,63% |
18/11/2024 | 0,80% | 101,51 % | 102,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 967 CHF | 256 017 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 890 CHF | 255 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 990 CHF | 254 015 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 694 CHF | 254 720 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 581 CHF | 255 622 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 728 CHF | 254 753 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 873 CHF | 253 898 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 288 CHF | 253 312 CHF | 100,00% | 100,00% |