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% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 856 CHF | 254 881 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,04 % | 101,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 925 CHF | 254 950 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 116 CHF | 255 141 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 614 CHF | 254 639 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,00 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 409 CHF | 254 434 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,82 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 394 CHF | 254 419 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 692 CHF | 254 717 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 543 CHF | 254 568 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 140 CHF | 254 165 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 430 CHF | 254 455 CHF | 100,00% | 100,00% |