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% | 100,61 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 661 CHF | 253 686 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,52 % | 101,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 592 CHF | 253 616 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 711 CHF | 255 747 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,14 % | 102,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 810 CHF | 256 860 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,60 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 371 CHF | 256 416 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 504 CHF | 256 553 CHF | 99,96% | 99,96% |
12/11/2024 | 0,80% | 100,09 % | 100,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 517 CHF | 254 545 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 101,72 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 094 CHF | 256 141 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 261 CHF | 255 287 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 413 CHF | 254 438 CHF | 99,97% | 99,97% |