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% | 102,69 % | 103,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 433 CHF | 259 507 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,98 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 505 CHF | 259 577 CHF | 99,84% | 99,84% |
18/11/2024 | 0,80% | 103,53 % | 104,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 672 CHF | 260 747 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,33 % | 104,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 340 CHF | 260 415 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,25 % | 104,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 907 CHF | 259 982 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,93 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 735 CHF | 259 810 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 480 CHF | 260 555 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,72 % | 104,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 934 CHF | 261 009 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,13 % | 103,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 695 CHF | 259 770 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,88 % | 103,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 827 CHF | 259 902 CHF | 100,00% | 100,00% |