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% | 102,31 % | 103,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 775 CHF | 257 825 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 298 CHF | 257 348 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,96 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 774 CHF | 256 824 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,63 % | 102,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 657 CHF | 256 707 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,96 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 976 CHF | 257 026 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,13 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 163 CHF | 257 213 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 724 CHF | 256 772 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 179 CHF | 255 204 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 821 CHF | 254 846 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,25 % | 102,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 304 CHF | 255 329 CHF | 100,00% | 100,00% |