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 | 0,59% | 101,83 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 980 CHF | 256 480 CHF | 99,99% | 99,99% |
19/11/2024 | 0,59% | 101,82 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 508 CHF | 256 008 CHF | 89,36% | 89,36% |
18/11/2024 | 0,59% | 102,13 % | 102,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 136 CHF | 256 636 CHF | 99,67% | 99,67% |
15/11/2024 | 0,59% | 102,07 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 638 CHF | 257 138 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 100,96 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 630 CHF | 257 130 CHF | 6,07% | 6,07% |
13/11/2024 | 0,58% | 102,33 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 713 CHF | 257 213 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 102,38 % | 102,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 610 CHF | 258 110 CHF | 98,71% | 98,71% |
11/11/2024 | 0,58% | 103,03 % | 103,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 616 CHF | 259 116 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 102,68 % | 103,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 062 CHF | 258 562 CHF | 16,84% | 16,84% |
07/11/2024 | 0,58% | 103,11 % | 103,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 963 CHF | 259 463 CHF | 100,00% | 100,00% |