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% | 101,87 % | 102,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 820 CHF | 256 870 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 644 CHF | 256 694 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 870 CHF | 256 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 928 CHF | 256 978 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,12 % | 102,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 185 CHF | 257 235 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,07 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 159 CHF | 257 209 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 327 CHF | 257 377 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,19 % | 103,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 439 CHF | 257 489 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,08 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 168 CHF | 257 218 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 288 CHF | 257 338 CHF | 100,00% | 100,00% |