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 | 0,59% | 101,59 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 206 CHF | 255 706 CHF | 100,00% | 100,00% |
19/11/2024 | 0,59% | 101,65 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 100 CHF | 255 600 CHF | 89,36% | 89,36% |
18/11/2024 | 0,59% | 101,88 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 674 CHF | 256 174 CHF | 99,66% | 99,66% |
15/11/2024 | 0,59% | 101,93 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 132 CHF | 256 632 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 102,42 % | 103,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 666 CHF | 257 166 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 102,21 % | 102,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 538 CHF | 257 038 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 102,26 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 865 CHF | 257 365 CHF | 98,71% | 98,71% |
11/11/2024 | 0,58% | 102,60 % | 103,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 606 CHF | 258 106 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 102,45 % | 103,05 % | 250 000 | 250 000 | 249 984 | 250 000 | 256 291 CHF | 257 807 CHF | 99,83% | 99,83% |
07/11/2024 | 0,58% | 102,62 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 795 CHF | 258 295 CHF | 100,00% | 100,00% |