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% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 930 CHF | 252 954 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 815 CHF | 252 840 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 441 CHF | 252 445 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 881 CHF | 252 905 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 167 CHF | 253 192 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 105 CHF | 253 130 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 926 CHF | 252 951 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 113 CHF | 253 138 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 011 CHF | 253 036 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 628 CHF | 252 653 CHF | 100,00% | 100,00% |