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% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 613 CHF | 254 638 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 542 CHF | 253 567 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 439 CHF | 254 464 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 799 CHF | 254 824 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 661 CHF | 254 686 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 091 CHF | 253 111 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 621 CHF | 253 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 299 CHF | 254 324 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 846 CHF | 253 871 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 100,80 % | 101,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 982 CHF | 254 007 CHF | 100,00% | 100,00% |