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% | 102,52 % | 103,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 582 CHF | 258 636 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,53 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 094 CHF | 258 144 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,64 % | 103,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 958 CHF | 259 023 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,13 % | 103,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 763 CHF | 259 838 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,98 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 008 CHF | 260 083 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,38 % | 104,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 127 CHF | 260 202 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,40 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 067 CHF | 259 139 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,20 % | 104,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 940 CHF | 260 015 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,87 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 954 CHF | 259 025 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,69 % | 103,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 354 CHF | 258 407 CHF | 100,00% | 100,00% |