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% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 817 CHF | 253 842 CHF | 99,93% | 99,93% |
19/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 282 CHF | 253 305 CHF | 99,67% | 99,67% |
18/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 225 CHF | 254 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 323 CHF | 254 348 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 782 CHF | 252 805 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,02 % | 100,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 027 CHF | 253 047 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 052 CHF | 254 077 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 023 CHF | 254 048 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 579 CHF | 253 604 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 162 CHF | 253 187 CHF | 100,00% | 100,00% |