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% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 469 CHF | 255 494 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 355 CHF | 255 380 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 333 CHF | 255 358 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 276 CHF | 255 301 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 282 CHF | 255 307 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,27 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 229 CHF | 255 254 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 213 CHF | 255 238 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 103 CHF | 255 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 195 CHF | 255 220 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 008 CHF | 255 033 CHF | 100,00% | 100,00% |