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 | 0,49% | 102,39 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 985 CHF | 257 235 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 102,39 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 975 CHF | 257 225 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 102,39 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 975 CHF | 257 225 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 102,39 % | 102,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 975 CHF | 257 225 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,38 % | 102,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 950 CHF | 257 200 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,37 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 925 CHF | 257 175 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,37 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 925 CHF | 257 175 CHF | 98,74% | 98,74% |
11/11/2024 | 0,49% | 102,37 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 926 CHF | 257 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,37 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 925 CHF | 257 175 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,36 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 900 CHF | 257 150 CHF | 100,00% | 100,00% |