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% | 102,24 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 821 CHF | 257 871 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,20 % | 103,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 601 CHF | 257 651 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,21 % | 103,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 488 CHF | 257 538 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 821 CHF | 257 871 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,32 % | 103,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 882 CHF | 256 932 CHF | 85,95% | 85,95% |
13/11/2024 | 0,80% | 101,43 % | 102,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 410 CHF | 255 435 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 122 CHF | 255 147 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,14 % | 101,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 770 CHF | 254 795 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,75 % | 101,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 911 CHF | 253 936 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,86 % | 101,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 661 CHF | 253 686 CHF | 100,00% | 100,00% |