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% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 523 CHF | 257 573 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 218 CHF | 257 268 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 641 CHF | 256 691 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 427 CHF | 256 477 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,00 % | 102,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 007 CHF | 257 057 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,93 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 680 CHF | 256 730 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,00 % | 102,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 682 CHF | 256 729 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,64 % | 101,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 914 CHF | 253 939 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,99 % | 100,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 562 CHF | 252 576 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,67 % | 101,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 223 CHF | 254 248 CHF | 100,00% | 100,00% |