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% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 475 CHF | 254 500 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 291 CHF | 253 315 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 784 CHF | 254 811 CHF | 99,96% | 99,96% |
15/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 715 CHF | 253 740 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 480 CHF | 251 486 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 98,95 % | 99,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 836 CHF | 253 863 CHF | 99,55% | 99,55% |
12/11/2024 | 0,80% | 101,73 % | 102,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 968 CHF | 258 019 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 102,33 % | 103,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 359 CHF | 257 406 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 257 CHF | 255 287 CHF | 99,82% | 99,82% |
07/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 190 CHF | 258 242 CHF | 100,00% | 100,00% |