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% | 102,41 % | 103,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 015 CHF | 258 065 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,34 % | 103,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 874 CHF | 257 924 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,29 % | 103,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 758 CHF | 257 808 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 472 CHF | 257 522 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 134 CHF | 257 184 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 362 CHF | 256 412 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 903 CHF | 256 953 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 056 CHF | 257 106 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,73 % | 102,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 903 CHF | 256 953 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 213 CHF | 257 263 CHF | 99,99% | 99,99% |