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% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 491 CHF | 254 516 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,77 % | 101,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 157 CHF | 254 182 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 421 CHF | 254 446 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 572 CHF | 254 597 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 643 CHF | 254 668 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 778 CHF | 254 803 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,32 % | 102,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 429 CHF | 255 455 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,45 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 592 CHF | 255 624 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 726 CHF | 254 751 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 029 CHF | 255 054 CHF | 100,00% | 100,00% |