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% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 535 CHF | 253 560 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,30 % | 101,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 832 CHF | 252 856 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 013 CHF | 254 038 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 942 CHF | 253 967 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 811 CHF | 253 836 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 592 CHF | 253 617 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 921 CHF | 253 946 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 235 CHF | 254 260 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 096 CHF | 254 121 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 378 CHF | 254 403 CHF | 100,00% | 100,00% |