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 | 0,49% | 101,40 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 666 CHF | 254 916 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,36 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 434 CHF | 254 684 CHF | 89,38% | 89,38% |
18/11/2024 | 0,49% | 101,44 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 462 CHF | 254 712 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,29 % | 101,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 358 CHF | 254 608 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,40 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 385 CHF | 254 635 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,27 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 063 CHF | 254 313 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,06 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 105 CHF | 254 355 CHF | 98,74% | 98,74% |
11/11/2024 | 0,49% | 101,37 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 520 CHF | 254 770 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,24 % | 101,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 379 CHF | 254 629 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 101,31 % | 101,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 309 CHF | 254 559 CHF | 100,00% | 100,00% |