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% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 943 CHF | 253 968 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 699 CHF | 253 724 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 072 CHF | 254 097 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,88 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 044 CHF | 254 069 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 081 CHF | 253 103 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 680 CHF | 252 698 CHF | 99,81% | 99,81% |
12/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 902 CHF | 252 924 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 390 CHF | 253 415 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 523 CHF | 252 536 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,20 % | 101,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 296 CHF | 252 305 CHF | 100,00% | 100,00% |