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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,80% | 101,45 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 761 CHF | 255 809 CHF | 99,51% | 99,51% |
22/11/2024 | 0,80% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 034 CHF | 255 059 CHF | 99,86% | 99,86% |
20/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 891 CHF | 254 916 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 100,89 % | 101,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 192 CHF | 254 217 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 486 CHF | 254 511 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 048 CHF | 255 074 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 175 CHF | 255 200 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,13 % | 101,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 002 CHF | 255 027 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,34 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 560 CHF | 255 585 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,50 % | 102,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 702 CHF | 255 751 CHF | 100,00% | 100,00% |