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% | 102,13 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 272 CHF | 257 322 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 994 CHF | 257 044 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,98 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 210 CHF | 257 260 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,13 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 267 CHF | 257 317 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,16 % | 102,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 281 CHF | 257 331 CHF | 99,95% | 99,95% |
13/11/2024 | 0,80% | 102,09 % | 102,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 252 CHF | 257 302 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 211 CHF | 257 261 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,14 % | 102,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 244 CHF | 257 294 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,04 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 329 CHF | 255 357 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,66 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 882 CHF | 255 932 CHF | 100,00% | 100,00% |