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% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 857 CHF | 253 882 CHF | 99,93% | 99,93% |
19/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 800 CHF | 253 825 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 665 CHF | 253 690 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 257 CHF | 254 282 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 996 CHF | 255 021 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 779 CHF | 254 804 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,04 % | 101,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 085 CHF | 255 110 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 369 CHF | 255 394 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 646 CHF | 254 671 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 470 CHF | 254 496 CHF | 100,00% | 100,00% |