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% | 102,77 % | 103,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 559 CHF | 259 633 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 103,10 % | 103,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 520 CHF | 259 594 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 103,16 % | 103,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 342 CHF | 259 416 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,01 % | 103,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 054 CHF | 259 125 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,36 % | 103,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 874 CHF | 258 941 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 525 CHF | 259 600 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 102,95 % | 103,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 510 CHF | 259 584 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,09 % | 103,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 318 CHF | 260 393 CHF | 21,17% | 21,17% |
08/11/2024 | 0,80% | 102,74 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 284 CHF | 258 339 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,34 % | 103,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 032 CHF | 256 077 CHF | 99,90% | 99,90% |