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% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 925 CHF | 256 975 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 102,04 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 849 CHF | 257 902 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,48 % | 103,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 107 CHF | 258 157 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 436 CHF | 257 486 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,95 % | 102,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 504 CHF | 256 549 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 331 CHF | 256 377 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 99,22 % | 100,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 393 CHF | 251 393 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,74 % | 100,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 923 CHF | 251 925 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,29 % | 100,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 191 CHF | 250 191 CHF | 99,87% | 99,87% |
07/11/2024 | 0,80% | 99,20 % | 100,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 718 CHF | 249 718 CHF | 99,99% | 99,99% |