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% | 101,77 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 603 CHF | 256 653 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,78 % | 102,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 555 CHF | 256 605 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,84 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 521 CHF | 256 571 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 041 CHF | 256 091 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 699 CHF | 255 743 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,47 % | 102,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 709 CHF | 255 753 CHF | 99,84% | 99,84% |
12/11/2024 | 0,80% | 101,46 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 862 CHF | 255 911 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,68 % | 102,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 326 CHF | 256 376 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 761 CHF | 255 807 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,59 % | 102,41 % | 235 000 | 250 000 | 248 097 | 250 000 | 252 136 CHF | 256 120 CHF | 100,00% | 100,00% |