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% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 459 CHF | 252 468 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 190 CHF | 253 212 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 327 CHF | 253 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,37 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 215 CHF | 253 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,56 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 923 CHF | 252 946 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,01 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 286 CHF | 252 292 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,40 % | 100,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 165 CHF | 251 165 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,97 % | 100,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 166 CHF | 252 166 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,66 % | 100,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 276 CHF | 251 276 CHF | 99,93% | 99,93% |
07/11/2024 | 0,80% | 99,69 % | 100,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 238 CHF | 251 238 CHF | 100,00% | 100,00% |