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% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 952 CHF | 254 977 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 341 CHF | 252 348 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 99,95 % | 100,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 869 CHF | 251 869 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,71 % | 100,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 527 CHF | 252 541 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 622 CHF | 253 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 083 CHF | 254 108 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 101,03 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 431 CHF | 254 454 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 288 CHF | 251 288 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 035 CHF | 250 035 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,54 % | 100,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 528 CHF | 251 528 CHF | 100,00% | 100,00% |