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 | 0,78% | 101,98 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 262 CHF | 257 262 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 101,97 % | 102,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 888 CHF | 256 888 CHF | 89,36% | 89,36% |
18/11/2024 | 0,78% | 102,22 % | 103,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 426 CHF | 257 426 CHF | 99,67% | 99,67% |
15/11/2024 | 0,78% | 102,19 % | 102,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 808 CHF | 257 808 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 101,79 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 880 CHF | 257 880 CHF | 6,07% | 6,07% |
13/11/2024 | 0,78% | 102,39 % | 103,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 874 CHF | 257 874 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 102,43 % | 103,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 599 CHF | 258 599 CHF | 98,71% | 98,71% |
11/11/2024 | 0,77% | 102,96 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 433 CHF | 259 433 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,68 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 860 CHF | 258 860 CHF | 86,60% | 86,60% |
07/11/2024 | 0,77% | 103,03 % | 103,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 731 CHF | 259 731 CHF | 100,00% | 100,00% |