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% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 200 CHF | 255 225 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 275 CHF | 255 300 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 375 CHF | 255 400 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 450 CHF | 255 475 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 425 CHF | 255 450 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 425 CHF | 255 450 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 400 CHF | 255 425 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 375 CHF | 255 400 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 375 CHF | 255 400 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 350 CHF | 255 375 CHF | 100,00% | 100,00% |