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% | 101,74 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 603 CHF | 256 653 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 490 CHF | 255 520 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,76 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 114 CHF | 256 160 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 296 CHF | 256 346 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 754 CHF | 255 796 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,42 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 408 CHF | 255 438 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 826 CHF | 255 864 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 102,40 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 217 CHF | 258 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,24 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 139 CHF | 257 189 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,06 % | 102,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 786 CHF | 256 833 CHF | 99,98% | 99,98% |