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% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 036 CHF | 253 055 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,00 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 895 CHF | 251 895 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 141 CHF | 253 163 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 469 CHF | 253 494 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 413 CHF | 254 438 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 316 CHF | 254 341 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 482 CHF | 255 512 CHF | 99,92% | 99,92% |
11/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 527 CHF | 256 577 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,74 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 008 CHF | 256 052 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,48 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 688 CHF | 255 725 CHF | 100,00% | 100,00% |