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% | 100,46 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 660 CHF | 253 685 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 100,47 % | 101,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 944 CHF | 252 967 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 100,60 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 202 CHF | 253 227 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,35 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 046 CHF | 253 071 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 164 CHF | 253 189 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,30 % | 101,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 918 CHF | 252 940 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,51 % | 101,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 810 CHF | 253 835 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,93 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 876 CHF | 253 901 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 798 CHF | 252 822 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 302 CHF | 253 327 CHF | 100,00% | 100,00% |