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% | 100,19 % | 100,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 373 CHF | 253 395 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 99,92 % | 100,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 679 CHF | 251 679 CHF | 99,76% | 99,76% |
18/11/2024 | 0,80% | 100,41 % | 101,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 290 CHF | 253 314 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,63 % | 101,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 485 CHF | 253 510 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 929 CHF | 253 954 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 659 CHF | 253 684 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 006 CHF | 255 031 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 935 CHF | 255 985 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 311 CHF | 255 339 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 930 CHF | 255 980 CHF | 100,00% | 100,00% |