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% | 102,64 % | 103,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 718 CHF | 258 770 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 587 CHF | 258 637 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,60 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 302 CHF | 258 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 618 CHF | 258 668 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,67 % | 103,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 701 CHF | 258 751 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,66 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 591 CHF | 258 641 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 620 CHF | 258 670 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,62 % | 103,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 620 CHF | 258 670 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,58 % | 103,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 559 CHF | 258 609 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 205 CHF | 258 255 CHF | 100,00% | 100,00% |