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 | 0,49% | 100,40 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 955 CHF | 253 205 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,23 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 879 CHF | 252 129 CHF | 89,36% | 89,36% |
18/11/2024 | 0,50% | 100,76 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 789 CHF | 253 039 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 100,66 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 380 CHF | 253 630 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,17 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 255 CHF | 253 505 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 101,39 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 834 CHF | 252 084 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 100,88 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 830 CHF | 257 080 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 103,12 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 691 CHF | 258 941 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,68 % | 103,18 % | 250 000 | 250 000 | 249 992 | 250 000 | 256 310 CHF | 257 569 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 102,21 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 661 CHF | 256 911 CHF | 100,00% | 100,00% |