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% | 101,56 % | 102,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 285 CHF | 256 335 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,66 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 337 CHF | 255 367 CHF | 99,80% | 99,80% |
18/11/2024 | 0,80% | 101,46 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 809 CHF | 255 851 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 816 CHF | 255 861 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 652 CHF | 254 677 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 526 CHF | 255 564 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,82 % | 102,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 589 CHF | 256 639 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,76 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 261 CHF | 256 311 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,49 % | 102,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 920 CHF | 255 970 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,60 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 834 CHF | 255 880 CHF | 100,00% | 100,00% |