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% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 672 CHF | 255 709 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 493 CHF | 255 527 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 080 CHF | 256 129 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,40 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 910 CHF | 255 955 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,76 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 465 CHF | 256 515 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 235 CHF | 256 285 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,68 % | 102,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 114 CHF | 256 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,68 % | 102,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 395 CHF | 256 445 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 987 CHF | 256 037 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,49 % | 102,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 843 CHF | 255 892 CHF | 100,00% | 100,00% |