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% | 101,93 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 093 CHF | 257 143 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 803 CHF | 256 853 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 102,09 % | 102,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 478 CHF | 257 528 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,29 % | 103,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 758 CHF | 257 808 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,04 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 723 CHF | 256 773 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 101,72 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 190 CHF | 256 240 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 282 CHF | 257 332 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,52 % | 103,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 725 CHF | 257 775 CHF | 99,94% | 99,94% |
08/11/2024 | 0,80% | 100,78 % | 101,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 372 CHF | 254 397 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,23 % | 102,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 113 CHF | 255 138 CHF | 100,00% | 100,00% |