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% | 101,63 % | 102,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 075 CHF | 256 125 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,63 % | 102,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 075 CHF | 256 125 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 050 CHF | 256 100 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 589 CHF | 255 616 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 641 CHF | 255 679 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 157 CHF | 255 182 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,16 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 093 CHF | 255 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,31 % | 102,12 % | 240 000 | 250 000 | 243 177 | 250 000 | 245 832 CHF | 254 756 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,54 % | 103,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 334 CHF | 258 384 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,58 % | 103,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 343 CHF | 254 366 CHF | 99,94% | 99,94% |