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% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 157 CHF | 253 182 CHF | 99,91% | 99,91% |
19/11/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 319 CHF | 252 321 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 561 CHF | 252 571 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 847 CHF | 252 872 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 154 CHF | 252 154 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 582 CHF | 252 595 CHF | 99,95% | 99,95% |
12/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 775 CHF | 252 800 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 242 CHF | 253 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 234 CHF | 252 236 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 183 CHF | 251 183 CHF | 99,95% | 99,95% |