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% | 101,42 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 550 CHF | 255 575 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 365 CHF | 255 390 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 182 CHF | 255 207 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 090 CHF | 255 115 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 038 CHF | 255 063 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,10 % | 101,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 851 CHF | 254 876 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 826 CHF | 254 851 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 627 CHF | 254 652 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 490 CHF | 254 515 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,97 % | 101,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 199 CHF | 254 224 CHF | 100,00% | 100,00% |