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% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 131 CHF | 254 156 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 146 CHF | 254 171 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 182 CHF | 254 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,85 % | 101,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 070 CHF | 254 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 976 CHF | 255 001 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 178 CHF | 255 203 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 488 CHF | 255 513 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 422 CHF | 255 447 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 083 CHF | 255 108 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 853 CHF | 254 878 CHF | 100,00% | 100,00% |