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 | 0,50% | 100,28 % | 100,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 001 CHF | 252 251 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,21 % | 100,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 513 CHF | 251 763 CHF | 89,36% | 89,36% |
18/11/2024 | 0,50% | 100,30 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 515 CHF | 251 765 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 100,50 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 657 CHF | 253 907 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,28 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 355 CHF | 254 605 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,34 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 182 CHF | 254 432 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,33 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 598 CHF | 254 848 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 101,69 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 270 CHF | 255 520 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,60 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 175 CHF | 255 425 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 101,76 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 559 CHF | 255 809 CHF | 100,00% | 100,00% |