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% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 360 CHF | 256 409 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 860 CHF | 255 903 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 635 CHF | 256 685 CHF | 99,98% | 99,98% |
15/11/2024 | 0,80% | 101,93 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 900 CHF | 256 950 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 580 CHF | 255 612 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 271 CHF | 255 300 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,42 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 044 CHF | 256 093 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 091 CHF | 256 141 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,51 % | 102,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 904 CHF | 255 954 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,46 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 511 CHF | 255 539 CHF | 100,00% | 100,00% |