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% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 544 CHF | 255 569 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 288 CHF | 255 313 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 255 CHF | 255 280 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 988 CHF | 255 013 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 854 CHF | 254 879 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 641 CHF | 254 666 CHF | 99,93% | 99,93% |
12/11/2024 | 0,80% | 100,95 % | 101,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 562 CHF | 254 587 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 746 CHF | 254 771 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 503 CHF | 254 528 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,01 % | 101,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 607 CHF | 254 632 CHF | 100,00% | 100,00% |