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% | 101,57 % | 102,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 890 CHF | 255 940 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,58 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 047 CHF | 256 097 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 216 CHF | 256 266 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 606 CHF | 255 636 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 905 CHF | 254 930 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 400 CHF | 254 426 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 541 CHF | 254 566 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,19 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 043 CHF | 255 068 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 128 CHF | 255 157 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 101,57 % | 102,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 829 CHF | 255 873 CHF | 100,00% | 100,00% |