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 | 251 876 CHF | 253 901 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 899 CHF | 252 918 CHF | 99,89% | 99,89% |
18/11/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 283 CHF | 253 308 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 465 CHF | 253 490 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 624 CHF | 253 649 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 144 CHF | 254 169 CHF | 99,83% | 99,83% |
12/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 481 CHF | 254 506 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 473 CHF | 254 498 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,28 % | 101,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 043 CHF | 252 044 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,99 % | 100,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 894 CHF | 251 899 CHF | 99,99% | 99,99% |