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% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 858 CHF | 255 908 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 821 CHF | 255 871 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,50 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 724 CHF | 255 768 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 471 CHF | 255 496 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 374 CHF | 255 399 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 363 CHF | 255 388 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,29 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 377 CHF | 255 402 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 471 CHF | 255 500 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 162 CHF | 255 187 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 366 CHF | 255 391 CHF | 100,00% | 100,00% |