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 | 0,79% | 101,35 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 679 CHF | 255 679 CHF | 99,99% | 99,99% |
19/11/2024 | 0,79% | 101,35 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 368 CHF | 255 368 CHF | 89,36% | 89,36% |
18/11/2024 | 0,78% | 101,57 % | 102,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 809 CHF | 255 809 CHF | 99,67% | 99,67% |
15/11/2024 | 0,78% | 101,55 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 189 CHF | 256 189 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 100,89 % | 101,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 226 CHF | 256 226 CHF | 6,07% | 6,07% |
13/11/2024 | 0,78% | 101,74 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 247 CHF | 256 247 CHF | 100,00% | 100,00% |
12/11/2024 | 0,78% | 101,78 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 909 CHF | 256 909 CHF | 98,70% | 98,70% |
11/11/2024 | 0,78% | 102,26 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 662 CHF | 257 662 CHF | 100,00% | 100,00% |
08/11/2024 | 0,78% | 102,00 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 331 CHF | 257 331 CHF | 16,84% | 16,84% |
07/11/2024 | 0,78% | 102,34 % | 103,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 993 CHF | 257 993 CHF | 100,00% | 100,00% |