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% | 100,42 % | 101,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 224 CHF | 251 228 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,16 % | 99,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 813 CHF | 250 813 CHF | 99,75% | 99,75% |
18/11/2024 | 0,80% | 100,25 % | 101,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 462 CHF | 251 463 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 302 CHF | 254 324 CHF | 99,97% | 99,97% |
14/11/2024 | 0,80% | 101,88 % | 102,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 174 CHF | 257 224 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,48 % | 103,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 269 CHF | 257 319 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 102,45 % | 103,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 916 CHF | 259 991 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,41 % | 104,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 869 CHF | 260 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,20 % | 104,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 042 CHF | 260 117 CHF | 99,91% | 99,91% |
07/11/2024 | 0,80% | 103,26 % | 104,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 915 CHF | 259 990 CHF | 100,00% | 100,00% |