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% | 100,33 % | 101,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 386 CHF | 253 411 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 446 CHF | 253 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 980 CHF | 254 005 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,48 % | 101,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 247 CHF | 253 272 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 754 CHF | 252 776 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 656 CHF | 252 675 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 180 CHF | 253 205 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 279 CHF | 253 304 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,27 % | 101,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 787 CHF | 252 806 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,21 % | 101,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 808 CHF | 252 832 CHF | 100,00% | 100,00% |