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% | 100,40 % | 101,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 459 CHF | 253 484 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 676 CHF | 252 689 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 804 CHF | 252 829 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 301 CHF | 252 305 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,24 % | 101,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 993 CHF | 251 994 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 263 CHF | 252 263 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,94 % | 100,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 490 CHF | 252 503 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,54 % | 101,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 420 CHF | 253 445 CHF | 99,99% | 99,99% |
08/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 355 CHF | 253 380 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 839 CHF | 253 864 CHF | 100,00% | 100,00% |