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% | 101,16 % | 101,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 900 CHF | 254 925 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 875 CHF | 254 900 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 750 CHF | 254 775 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,04 % | 101,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 733 CHF | 254 758 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 725 CHF | 254 750 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,04 % | 101,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 664 CHF | 254 689 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,03 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 647 CHF | 254 672 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,00 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 608 CHF | 254 633 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,97 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 483 CHF | 254 508 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,00 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 581 CHF | 254 606 CHF | 100,00% | 100,00% |