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% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 568 CHF | 253 593 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,38 % | 101,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 930 CHF | 252 947 CHF | 99,80% | 99,80% |
18/11/2024 | 0,80% | 100,55 % | 101,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 078 CHF | 253 103 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 068 CHF | 252 068 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 264 CHF | 251 264 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,84 % | 100,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 707 CHF | 251 707 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,57 % | 100,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 996 CHF | 252 000 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 100,57 % | 101,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 599 CHF | 253 624 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,13 % | 100,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 245 CHF | 252 247 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 040 CHF | 253 060 CHF | 100,00% | 100,00% |