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% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 654 CHF | 254 679 CHF | 99,96% | 99,96% |
19/11/2024 | 0,80% | 100,76 % | 101,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 108 CHF | 254 133 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 100,94 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 326 CHF | 254 351 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,79 % | 101,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 826 CHF | 253 851 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 020 CHF | 254 045 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 548 CHF | 254 573 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 941 CHF | 254 966 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 217 CHF | 255 245 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 778 CHF | 253 803 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 352 CHF | 254 377 CHF | 100,00% | 100,00% |