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% | 100,31 % | 101,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 235 CHF | 253 258 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,10 % | 100,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 884 CHF | 252 898 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 101,50 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 179 CHF | 255 208 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,48 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 150 CHF | 256 199 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 162 CHF | 254 186 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 99,37 % | 100,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 444 CHF | 249 444 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 98,92 % | 99,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 520 CHF | 250 520 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,06 % | 100,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 167 CHF | 252 169 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 533 CHF | 251 533 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,17 % | 100,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 718 CHF | 251 718 CHF | 99,98% | 99,98% |