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% | 100,59 % | 101,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 554 CHF | 253 579 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,62 % | 101,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 618 CHF | 253 643 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 795 CHF | 253 820 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,72 % | 101,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 982 CHF | 254 007 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 942 CHF | 253 967 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 657 CHF | 253 682 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,73 % | 101,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 830 CHF | 253 855 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,81 % | 101,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 061 CHF | 254 086 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 927 CHF | 253 952 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 180 CHF | 254 205 CHF | 100,00% | 100,00% |