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% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 379 CHF | 255 406 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 603 CHF | 254 628 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 397 CHF | 255 422 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 300 CHF | 255 325 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 264 CHF | 255 289 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,29 % | 102,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 975 CHF | 255 000 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,18 % | 101,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 203 CHF | 255 228 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 579 CHF | 255 609 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 379 CHF | 255 404 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,41 % | 102,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 540 CHF | 255 569 CHF | 100,00% | 100,00% |