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% | 101,61 % | 102,43 % | 220 000 | 250 000 | 243 095 | 250 000 | 246 917 CHF | 255 979 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,03 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 530 CHF | 254 555 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 181 CHF | 254 206 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 100,12 % | 100,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 688 CHF | 253 713 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 106 CHF | 255 131 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 238 CHF | 255 266 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,57 % | 102,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 563 CHF | 255 604 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,96 % | 100,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 224 CHF | 252 228 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,31 % | 100,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 036 CHF | 251 036 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,08 % | 100,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 915 CHF | 252 937 CHF | 100,00% | 100,00% |