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 | 0,97% | 102,42 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 308 CHF | 258 808 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 102,50 % | 103,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 246 CHF | 258 746 CHF | 89,36% | 89,36% |
18/11/2024 | 0,97% | 102,68 % | 103,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 625 CHF | 259 125 CHF | 99,66% | 99,66% |
15/11/2024 | 0,97% | 102,70 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 911 CHF | 259 411 CHF | 100,00% | 100,00% |
14/11/2024 | 0,97% | 102,84 % | 103,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 774 CHF | 259 274 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 102,57 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 387 CHF | 258 887 CHF | 100,00% | 100,00% |
12/11/2024 | 0,97% | 102,53 % | 103,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 684 CHF | 259 184 CHF | 98,72% | 98,72% |
11/11/2024 | 0,97% | 103,00 % | 104,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 252 CHF | 259 752 CHF | 100,00% | 100,00% |
08/11/2024 | 0,97% | 102,70 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 838 CHF | 259 338 CHF | 99,83% | 99,83% |
07/11/2024 | 0,97% | 103,07 % | 104,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 755 CHF | 260 255 CHF | 100,00% | 100,00% |