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 | 0,69% | 100,49 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 314 CHF | 253 064 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 100,15 % | 100,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 267 CHF | 252 017 CHF | 89,37% | 89,37% |
18/11/2024 | 0,69% | 100,54 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 297 CHF | 253 047 CHF | 99,67% | 99,67% |
15/11/2024 | 0,69% | 100,65 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 853 CHF | 253 603 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,90 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 646 CHF | 253 396 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 100,48 % | 101,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 602 CHF | 252 352 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,65 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 050 CHF | 253 800 CHF | 98,73% | 98,73% |
11/11/2024 | 0,69% | 100,93 % | 101,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 193 CHF | 253 943 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,55 % | 101,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 574 CHF | 253 324 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 100,67 % | 101,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 676 CHF | 253 426 CHF | 100,00% | 100,00% |