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% | 100,23 % | 101,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 065 CHF | 253 088 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,00 % | 100,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 039 CHF | 252 039 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 056 CHF | 253 080 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,49 % | 101,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 277 CHF | 253 302 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 033 CHF | 253 058 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,32 % | 101,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 642 CHF | 252 660 CHF | 99,88% | 99,88% |
12/11/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 010 CHF | 253 034 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 502 CHF | 253 527 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 018 CHF | 253 043 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 184 CHF | 253 209 CHF | 100,00% | 100,00% |