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 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 250 CHF | 255 750 CHF | 100,00% | 100,00% |
11/11/2024 | 0,98% | 101,30 % | 102,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 118 CHF | 255 618 CHF | 100,00% | 100,00% |
08/11/2024 | 0,99% | 101,00 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 500 CHF | 255 000 CHF | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,00 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 500 CHF | 255 000 CHF | 100,00% | 100,00% |