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% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 321 CHF | 254 346 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,84 % | 101,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 259 CHF | 254 284 CHF | 99,96% | 99,96% |
18/11/2024 | 0,80% | 101,09 % | 101,90 % | 246 000 | 250 000 | 249 152 | 250 000 | 251 951 CHF | 254 833 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 392 CHF | 255 420 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 023 CHF | 256 073 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 436 CHF | 256 486 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,68 % | 102,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 412 CHF | 256 462 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,99 % | 102,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 954 CHF | 257 004 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 464 CHF | 256 514 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 957 CHF | 257 007 CHF | 100,00% | 100,00% |