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% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 731 CHF | 256 781 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 667 CHF | 256 717 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,96 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 892 CHF | 256 942 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,88 % | 102,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 924 CHF | 256 974 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,09 % | 102,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 169 CHF | 257 219 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,08 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 165 CHF | 257 215 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,07 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 226 CHF | 257 276 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,13 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 358 CHF | 257 408 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,09 % | 102,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 222 CHF | 257 272 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 243 CHF | 257 293 CHF | 100,00% | 100,00% |