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% | 100,51 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 549 CHF | 253 299 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 100,11 % | 100,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 236 CHF | 251 986 CHF | 89,38% | 89,38% |
18/11/2024 | 0,69% | 100,47 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 350 CHF | 253 100 CHF | 99,68% | 99,68% |
15/11/2024 | 0,69% | 100,46 % | 101,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 547 CHF | 253 297 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 100,78 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 695 CHF | 253 445 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 100,57 % | 101,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 566 CHF | 253 316 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 100,69 % | 101,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 206 CHF | 253 956 CHF | 98,75% | 98,75% |
11/11/2024 | 0,69% | 101,09 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 506 CHF | 254 256 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 100,97 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 271 CHF | 254 021 CHF | 99,83% | 99,83% |
07/11/2024 | 0,69% | 101,12 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 932 CHF | 254 682 CHF | 100,00% | 100,00% |