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% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 641 CHF | 253 666 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 189 CHF | 253 214 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 448 CHF | 253 473 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 128 CHF | 253 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,29 % | 101,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 639 CHF | 252 661 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 428 CHF | 252 436 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,16 % | 100,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 794 CHF | 252 816 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 052 CHF | 253 077 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 641 CHF | 252 661 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 614 CHF | 252 629 CHF | 100,00% | 100,00% |