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% | 101,76 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 410 CHF | 256 460 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,69 % | 102,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 406 CHF | 256 456 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,93 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 644 CHF | 256 694 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,75 % | 102,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 345 CHF | 256 395 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,69 % | 102,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 160 CHF | 256 210 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,58 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 116 CHF | 256 166 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 371 CHF | 256 421 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,72 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 235 CHF | 256 285 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 040 CHF | 256 090 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 255 CHF | 256 305 CHF | 100,00% | 100,00% |