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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 102,46 % | 103,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 746 CHF | 257 796 CHF | 100,00% | 100,00% |
20/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 618 CHF | 256 668 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 224 CHF | 256 274 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 825 CHF | 256 875 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,98 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 476 CHF | 257 526 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,56 % | 103,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 867 CHF | 257 917 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,18 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 520 CHF | 257 570 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 102,31 % | 103,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 400 CHF | 258 450 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,02 % | 103,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 418 CHF | 259 493 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,60 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 688 CHF | 258 744 CHF | 100,00% | 100,00% |