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% | 101,98 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 083 CHF | 257 133 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 947 CHF | 256 997 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,05 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 073 CHF | 257 123 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,07 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 356 CHF | 257 406 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,16 % | 102,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 392 CHF | 257 442 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,18 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 365 CHF | 257 415 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,20 % | 103,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 579 CHF | 257 629 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,29 % | 103,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 716 CHF | 257 766 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,19 % | 103,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 423 CHF | 257 473 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,24 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 474 CHF | 257 524 CHF | 100,00% | 100,00% |