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 | 252 382 CHF | 254 407 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 054 CHF | 254 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 196 CHF | 255 221 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 404 CHF | 254 429 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 309 CHF | 254 334 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 821 CHF | 253 846 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 409 CHF | 254 434 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 755 CHF | 254 780 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 699 CHF | 253 724 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 447 CHF | 254 472 CHF | 100,00% | 100,00% |