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% | 100,97 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 246 CHF | 256 291 CHF | 99,96% | 99,96% |
19/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 544 CHF | 254 569 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 969 CHF | 251 973 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 100,98 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 849 CHF | 255 893 CHF | 99,90% | 99,90% |
14/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 881 CHF | 256 931 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 400 CHF | 256 447 CHF | 99,84% | 99,84% |
12/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 023 CHF | 256 066 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 097 CHF | 257 147 CHF | 99,95% | 99,95% |
08/11/2024 | 0,80% | 101,99 % | 102,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 131 CHF | 257 181 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 502 CHF | 255 532 CHF | 99,95% | 99,95% |