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% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 313 CHF | 254 338 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 357 CHF | 253 382 CHF | 99,87% | 99,87% |
18/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 911 CHF | 253 936 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 214 CHF | 254 239 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,93 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 425 CHF | 254 450 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 724 CHF | 254 749 CHF | 99,83% | 99,83% |
12/11/2024 | 0,80% | 101,16 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 910 CHF | 254 935 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 087 CHF | 255 112 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 074 CHF | 253 099 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 917 CHF | 252 935 CHF | 100,00% | 100,00% |