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% | 103,52 % | 104,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 800 CHF | 260 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 103,55 % | 104,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 875 CHF | 260 950 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 103,58 % | 104,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 950 CHF | 261 025 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,65 % | 104,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 125 CHF | 261 200 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,63 % | 104,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 059 CHF | 261 134 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,61 % | 104,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 025 CHF | 261 100 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,60 % | 104,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 000 CHF | 261 075 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,57 % | 104,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 925 CHF | 261 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,52 % | 104,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 858 CHF | 260 933 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,52 % | 104,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 822 CHF | 260 897 CHF | 100,00% | 100,00% |