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% | 100,14 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 680 CHF | 252 699 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,18 % | 100,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 245 CHF | 252 248 CHF | 99,73% | 99,73% |
18/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 971 CHF | 252 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 082 CHF | 253 107 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,36 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 522 CHF | 252 537 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,11 % | 100,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 383 CHF | 252 393 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,85 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 822 CHF | 252 843 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,58 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 514 CHF | 253 539 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 003 CHF | 253 028 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 751 CHF | 252 768 CHF | 100,00% | 100,00% |