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% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 682 CHF | 257 732 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,27 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 675 CHF | 257 725 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 550 CHF | 257 600 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 557 CHF | 257 607 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 534 CHF | 257 584 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,19 % | 103,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 502 CHF | 257 552 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,26 % | 103,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 650 CHF | 257 700 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 588 CHF | 257 638 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,19 % | 103,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 445 CHF | 257 495 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,09 % | 102,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 227 CHF | 257 277 CHF | 100,00% | 100,00% |