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% | 102,80 % | 103,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 603 CHF | 259 678 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,82 % | 103,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 126 CHF | 259 195 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 103,15 % | 103,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 732 CHF | 259 807 CHF | 99,97% | 99,97% |
15/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 648 CHF | 259 723 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,67 % | 104,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 215 CHF | 260 290 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 103,41 % | 104,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 603 CHF | 260 678 CHF | 99,89% | 99,89% |
12/11/2024 | 0,80% | 103,47 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 194 CHF | 261 269 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 104,36 % | 105,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 994 CHF | 263 094 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 104,15 % | 104,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 580 CHF | 262 680 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 104,50 % | 105,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 622 CHF | 263 722 CHF | 99,99% | 99,99% |