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 | 0,75% | 102,26 % | 103,03 % | 195 000 | 190 000 | 195 000 | 190 000 | 199 479 CHF | 195 827 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 101,85 % | 102,62 % | 195 000 | 190 000 | 195 000 | 190 087 | 198 893 CHF | 195 345 CHF | 99,98% | 99,98% |
18/11/2024 | 0,75% | 102,04 % | 102,81 % | 195 000 | 190 000 | 195 000 | 190 277 | 198 700 CHF | 195 352 CHF | 99,99% | 99,99% |
15/11/2024 | 0,75% | 101,79 % | 102,56 % | 195 000 | 195 000 | 195 000 | 191 006 | 198 583 CHF | 195 986 CHF | 99,98% | 99,98% |
14/11/2024 | 0,76% | 101,86 % | 102,63 % | 195 000 | 190 000 | 195 000 | 194 418 | 197 929 CHF | 198 833 CHF | 99,98% | 99,98% |
13/11/2024 | 0,76% | 101,47 % | 102,24 % | 195 000 | 195 000 | 195 000 | 195 000 | 197 611 CHF | 199 112 CHF | 100,00% | 100,00% |
12/11/2024 | 0,75% | 101,57 % | 102,34 % | 195 000 | 195 000 | 195 000 | 192 381 | 198 482 CHF | 197 296 CHF | 99,98% | 99,98% |
11/11/2024 | 0,75% | 101,93 % | 102,70 % | 195 000 | 190 000 | 195 000 | 190 000 | 199 164 CHF | 195 520 CHF | 100,00% | 100,00% |
08/11/2024 | 0,75% | 101,64 % | 102,41 % | 195 000 | 195 000 | 195 000 | 194 712 | 198 185 CHF | 199 391 CHF | 99,96% | 99,96% |
07/11/2024 | 0,75% | 102,01 % | 102,78 % | 195 000 | 190 000 | 195 000 | 190 000 | 199 083 CHF | 195 441 CHF | 100,00% | 100,00% |