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 | 0,59% | 101,57 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 325 CHF | 255 825 CHF | 99,99% | 99,99% |
19/11/2024 | 0,59% | 101,56 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 873 CHF | 255 373 CHF | 89,36% | 89,36% |
18/11/2024 | 0,59% | 101,86 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 463 CHF | 255 963 CHF | 99,66% | 99,66% |
15/11/2024 | 0,59% | 101,80 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 940 CHF | 256 440 CHF | 100,00% | 100,00% |
14/11/2024 | 0,59% | 100,88 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 928 CHF | 256 428 CHF | 6,07% | 6,07% |
13/11/2024 | 0,59% | 102,05 % | 102,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 996 CHF | 256 496 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 102,09 % | 102,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 836 CHF | 257 336 CHF | 98,71% | 98,71% |
11/11/2024 | 0,58% | 102,70 % | 103,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 771 CHF | 258 271 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 102,36 % | 102,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 234 CHF | 257 734 CHF | 16,84% | 16,84% |
07/11/2024 | 0,58% | 102,76 % | 103,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 088 CHF | 258 588 CHF | 100,00% | 100,00% |