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% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 415 CHF | 254 440 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 953 CHF | 253 978 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 016 CHF | 254 041 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 045 CHF | 254 070 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 990 CHF | 254 015 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 712 CHF | 253 737 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 897 CHF | 253 922 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 122 CHF | 254 147 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 748 CHF | 253 773 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 902 CHF | 253 927 CHF | 100,00% | 100,00% |