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% | 102,66 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 033 CHF | 259 105 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,70 % | 103,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 846 CHF | 258 912 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,96 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 304 CHF | 259 379 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,00 % | 103,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 661 CHF | 259 736 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,35 % | 104,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 953 CHF | 260 028 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,07 % | 103,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 703 CHF | 259 778 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,07 % | 103,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 964 CHF | 260 039 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,57 % | 104,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 861 CHF | 260 936 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,23 % | 104,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 255 CHF | 260 330 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,55 % | 104,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 000 CHF | 261 075 CHF | 100,00% | 100,00% |