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% | 101,86 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 646 CHF | 255 896 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,82 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 549 CHF | 255 799 CHF | 89,38% | 89,38% |
18/11/2024 | 0,49% | 101,86 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 520 CHF | 255 770 CHF | 99,68% | 99,68% |
15/11/2024 | 0,49% | 101,75 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 391 CHF | 255 641 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 101,77 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 382 CHF | 255 632 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 101,71 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 284 CHF | 255 534 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,75 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 428 CHF | 255 678 CHF | 98,75% | 98,75% |
11/11/2024 | 0,49% | 101,78 % | 102,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 417 CHF | 255 667 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 101,73 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 366 CHF | 255 616 CHF | 99,84% | 99,84% |
07/11/2024 | 0,49% | 101,77 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 426 CHF | 255 676 CHF | 100,00% | 100,00% |