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% | 102,03 % | 102,85 % | 234 000 | 250 000 | 241 065 | 250 000 | 247 359 CHF | 258 565 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 102,18 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 614 CHF | 257 667 CHF | 99,59% | 99,59% |
18/11/2024 | 0,80% | 102,98 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 894 CHF | 258 960 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,00 % | 103,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 028 CHF | 260 103 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,40 % | 104,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 617 CHF | 259 691 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,88 % | 103,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 466 CHF | 259 538 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,28 % | 104,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 385 CHF | 262 481 CHF | 99,93% | 99,93% |
11/11/2024 | 0,80% | 104,91 % | 105,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 302 CHF | 264 402 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,45 % | 104,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 427 CHF | 261 507 CHF | 99,92% | 99,92% |
07/11/2024 | 0,80% | 104,85 % | 105,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 511 CHF | 263 610 CHF | 100,00% | 100,00% |