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% | 100,83 % | 101,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 853 CHF | 254 878 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,99 % | 101,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 080 CHF | 255 105 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 417 CHF | 255 442 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 480 CHF | 255 505 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 211 CHF | 255 236 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 789 CHF | 255 827 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,75 % | 102,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 398 CHF | 256 448 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,78 % | 102,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 717 CHF | 256 767 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,49 % | 102,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 823 CHF | 255 867 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,60 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 817 CHF | 255 862 CHF | 100,00% | 100,00% |