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% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 942 CHF | 253 967 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 225 CHF | 254 250 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 275 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 790 CHF | 254 815 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 648 CHF | 254 673 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 949 CHF | 251 950 CHF | 99,76% | 99,76% |
12/11/2024 | 0,80% | 99,91 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 237 CHF | 252 239 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,05 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 586 CHF | 252 598 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,89 % | 100,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 421 CHF | 252 435 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,16 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 675 CHF | 252 694 CHF | 100,00% | 100,00% |