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% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 420 CHF | 252 430 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,81 % | 100,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 905 CHF | 251 905 CHF | 99,77% | 99,77% |
18/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 197 CHF | 252 199 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 670 CHF | 253 695 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 847 CHF | 254 872 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 754 CHF | 254 779 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 654 CHF | 255 688 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 911 CHF | 255 956 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,49 % | 102,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 733 CHF | 255 771 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,56 % | 102,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 766 CHF | 255 810 CHF | 100,00% | 100,00% |