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% | 101,84 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 842 CHF | 256 892 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 401 CHF | 256 451 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 102,05 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 952 CHF | 257 002 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 661 CHF | 256 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,78 % | 102,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 507 CHF | 256 557 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 519 CHF | 256 569 CHF | 99,83% | 99,83% |
12/11/2024 | 0,80% | 101,76 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 645 CHF | 256 695 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,91 % | 102,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 735 CHF | 256 785 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,68 % | 102,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 303 CHF | 256 353 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 389 CHF | 256 439 CHF | 100,00% | 100,00% |