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% | 101,55 % | 102,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 427 CHF | 256 477 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 109 CHF | 256 157 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 264 CHF | 257 314 CHF | 99,97% | 99,97% |
15/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 516 CHF | 257 566 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,62 % | 103,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 439 CHF | 258 492 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 493 CHF | 258 543 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 102,53 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 455 CHF | 258 505 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,87 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 229 CHF | 259 304 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,53 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 375 CHF | 258 425 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 102,63 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 651 CHF | 258 710 CHF | 100,00% | 100,00% |