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% | 102,29 % | 103,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 868 CHF | 257 918 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,29 % | 103,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 736 CHF | 257 786 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,28 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 632 CHF | 257 682 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,26 % | 103,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 778 CHF | 257 828 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,33 % | 103,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 493 CHF | 257 543 CHF | 85,97% | 85,97% |
13/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 980 CHF | 257 030 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,80 % | 102,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 315 CHF | 256 365 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 840 CHF | 255 890 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,43 % | 102,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 605 CHF | 255 632 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,42 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 071 CHF | 255 096 CHF | 99,92% | 99,92% |