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 | 251 401 CHF | 253 426 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,44 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 129 CHF | 253 154 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 325 CHF | 253 350 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 954 CHF | 252 979 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 970 CHF | 252 995 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 741 CHF | 252 766 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 179 CHF | 253 204 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 425 CHF | 253 450 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 842 CHF | 252 866 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 329 CHF | 253 354 CHF | 100,00% | 100,00% |