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% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 930 CHF | 253 955 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 646 CHF | 253 671 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 605 CHF | 253 630 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 605 CHF | 253 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 516 CHF | 253 541 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 484 CHF | 253 509 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 367 CHF | 253 392 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 497 CHF | 253 522 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 369 CHF | 253 394 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 530 CHF | 253 555 CHF | 100,00% | 100,00% |