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% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 042 CHF | 254 067 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 934 CHF | 253 959 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 731 CHF | 253 756 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 498 CHF | 253 523 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 354 CHF | 253 379 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 313 CHF | 253 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 154 CHF | 253 179 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 483 CHF | 253 508 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,50 % | 101,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 239 CHF | 253 264 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 464 CHF | 253 489 CHF | 100,00% | 100,00% |