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% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 400 CHF | 254 425 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 375 CHF | 254 400 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 225 CHF | 254 250 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,80 % | 101,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 967 CHF | 253 992 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 923 CHF | 253 948 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 770 CHF | 253 795 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 692 CHF | 253 717 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,74 % | 101,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 878 CHF | 253 903 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 732 CHF | 253 757 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 817 CHF | 253 842 CHF | 100,00% | 100,00% |