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% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 054 CHF | 258 104 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 102 CHF | 256 152 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 454 CHF | 254 479 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 764 CHF | 256 814 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,22 % | 103,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 447 CHF | 257 497 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 645 CHF | 257 695 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,24 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 121 CHF | 257 171 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 435 CHF | 257 485 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,17 % | 102,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 541 CHF | 257 591 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 660 CHF | 256 710 CHF | 100,00% | 100,00% |