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% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 002 CHF | 256 038 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 101,48 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 797 CHF | 253 821 CHF | 99,75% | 99,75% |
18/11/2024 | 0,80% | 101,16 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 973 CHF | 255 000 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 692 CHF | 255 730 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 278 CHF | 253 301 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 352 CHF | 254 378 CHF | 99,91% | 99,91% |
12/11/2024 | 0,80% | 101,32 % | 102,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 026 CHF | 256 069 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 101,63 % | 102,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 091 CHF | 255 118 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 662 CHF | 252 676 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 004 CHF | 252 009 CHF | 100,00% | 100,00% |