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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 102,30 % | 103,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 661 CHF | 257 711 CHF | 99,95% | 99,95% |
20/11/2024 | 0,80% | 101,90 % | 102,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 885 CHF | 256 935 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 650 CHF | 256 700 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 005 CHF | 257 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,00 % | 102,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 106 CHF | 257 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 407 CHF | 257 457 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,08 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 337 CHF | 257 387 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 437 CHF | 257 487 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 702 CHF | 257 752 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,11 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 260 CHF | 257 310 CHF | 100,00% | 100,00% |