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% | 103,61 % | 104,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 325 CHF | 261 400 CHF | 99,92% | 99,92% |
19/11/2024 | 0,80% | 103,62 % | 104,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 139 CHF | 261 214 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 103,67 % | 104,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 846 CHF | 260 921 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,30 % | 104,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 236 CHF | 260 311 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,33 % | 104,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 797 CHF | 259 872 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,02 % | 103,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 591 CHF | 259 666 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,08 % | 103,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 094 CHF | 260 169 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,64 % | 104,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 159 CHF | 261 234 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,18 % | 104,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 024 CHF | 260 099 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,42 % | 104,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 693 CHF | 260 768 CHF | 100,00% | 100,00% |