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% | 102,24 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 601 CHF | 257 651 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 973 CHF | 257 023 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,14 % | 102,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 067 CHF | 257 117 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,92 % | 102,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 486 CHF | 257 536 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,30 % | 103,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 745 CHF | 257 795 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,41 % | 103,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 207 CHF | 258 257 CHF | 99,84% | 99,84% |
12/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 557 CHF | 258 610 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,69 % | 103,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 982 CHF | 259 053 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,70 % | 103,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 845 CHF | 258 913 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,78 % | 103,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 031 CHF | 259 104 CHF | 100,00% | 100,00% |