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% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 414 CHF | 255 439 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 101,14 % | 101,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 078 CHF | 255 107 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,52 % | 102,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 436 CHF | 255 463 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,27 % | 102,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 187 CHF | 255 212 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 160 CHF | 255 185 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 844 CHF | 254 869 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 315 CHF | 255 340 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 320 CHF | 255 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 944 CHF | 254 969 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,32 % | 102,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 316 CHF | 255 341 CHF | 100,00% | 100,00% |