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% | 103,12 % | 103,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 800 CHF | 259 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 103,11 % | 103,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 775 CHF | 259 850 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 103,11 % | 103,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 775 CHF | 259 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,10 % | 103,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 750 CHF | 259 825 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,10 % | 103,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 750 CHF | 259 825 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,09 % | 103,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 725 CHF | 259 800 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,08 % | 103,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 700 CHF | 259 775 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,07 % | 103,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 675 CHF | 259 750 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,07 % | 103,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 675 CHF | 259 750 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 617 CHF | 259 692 CHF | 100,00% | 100,00% |