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% | 102,07 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 600 CHF | 257 650 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,99 % | 102,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 338 CHF | 257 388 CHF | 99,55% | 99,55% |
18/11/2024 | 0,80% | 102,35 % | 103,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 244 CHF | 257 294 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 041 CHF | 256 090 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,74 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 203 CHF | 255 239 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 215 CHF | 255 240 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 024 CHF | 256 070 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,36 % | 103,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 156 CHF | 258 206 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 293 CHF | 255 323 CHF | 99,95% | 99,95% |
07/11/2024 | 0,80% | 101,84 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 727 CHF | 256 777 CHF | 100,00% | 100,00% |