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% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 852 CHF | 255 902 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,45 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 773 CHF | 255 813 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 768 CHF | 255 816 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,41 % | 102,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 490 CHF | 255 515 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 088 CHF | 255 113 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 006 CHF | 255 031 CHF | 99,83% | 99,83% |
12/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 158 CHF | 255 183 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 203 CHF | 255 228 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 686 CHF | 254 711 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,06 % | 101,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 579 CHF | 254 604 CHF | 100,00% | 100,00% |