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% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 211 CHF | 254 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 222 CHF | 254 247 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 193 CHF | 254 218 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 915 CHF | 253 940 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 914 CHF | 253 939 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 772 CHF | 253 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 868 CHF | 253 893 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 876 CHF | 253 901 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 748 CHF | 253 773 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 847 CHF | 253 872 CHF | 100,00% | 100,00% |