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% | 100,34 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 513 CHF | 253 538 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,43 % | 101,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 138 CHF | 253 162 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,91 % | 101,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 457 CHF | 254 482 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 102 CHF | 255 127 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 101 CHF | 254 126 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,45 % | 101,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 516 CHF | 253 541 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 100,71 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 152 CHF | 255 178 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,60 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 087 CHF | 256 137 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 293 CHF | 255 321 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 394 CHF | 254 419 CHF | 100,00% | 100,00% |