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% | 100,80 % | 101,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 558 CHF | 253 583 CHF | 99,96% | 99,96% |
19/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 577 CHF | 252 594 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 353 CHF | 252 359 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 100,15 % | 100,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 554 CHF | 253 578 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,70 % | 101,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 096 CHF | 253 110 CHF | 85,97% | 85,97% |
13/11/2024 | 0,80% | 103,12 % | 103,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 341 CHF | 259 411 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,60 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 539 CHF | 258 589 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 103,00 % | 103,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 917 CHF | 258 979 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 997 CHF | 257 047 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 083 CHF | 253 097 CHF | 77,20% | 77,20% |