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% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 869 CHF | 254 894 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 631 CHF | 254 656 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 007 CHF | 255 032 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 345 CHF | 255 370 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,55 % | 102,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 561 CHF | 255 596 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 375 CHF | 255 400 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 901 CHF | 255 948 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 444 CHF | 256 494 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 164 CHF | 256 214 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 814 CHF | 256 864 CHF | 100,00% | 100,00% |