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% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 268 CHF | 254 293 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,65 % | 101,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 728 CHF | 253 753 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 718 CHF | 253 743 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,39 % | 101,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 593 CHF | 253 618 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 097 CHF | 254 122 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 219 CHF | 254 244 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 927 CHF | 253 952 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 849 CHF | 253 874 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 462 CHF | 253 487 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,53 % | 101,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 188 CHF | 253 213 CHF | 100,00% | 100,00% |