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% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 112 CHF | 254 137 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 979 CHF | 254 004 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 108 CHF | 254 133 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 742 CHF | 253 767 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 067 CHF | 254 092 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 468 CHF | 253 493 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 425 CHF | 253 450 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 732 CHF | 253 757 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 631 CHF | 253 656 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 817 CHF | 253 842 CHF | 100,00% | 100,00% |