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% | 102,33 % | 103,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 825 CHF | 257 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,32 % | 103,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 794 CHF | 257 844 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,27 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 635 CHF | 257 685 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,23 % | 103,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 575 CHF | 257 625 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 578 CHF | 257 628 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,21 % | 103,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 514 CHF | 257 564 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 701 CHF | 257 751 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,26 % | 103,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 649 CHF | 257 699 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,21 % | 103,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 479 CHF | 257 529 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,11 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 307 CHF | 257 357 CHF | 100,00% | 100,00% |