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% | 100,92 % | 101,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 254 CHF | 255 285 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 630 CHF | 254 655 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 288 CHF | 256 338 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,79 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 913 CHF | 256 963 CHF | 99,97% | 99,97% |
14/11/2024 | 0,80% | 101,83 % | 102,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 955 CHF | 256 001 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 265 CHF | 256 306 CHF | 99,92% | 99,92% |
12/11/2024 | 0,80% | 101,75 % | 102,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 118 CHF | 257 168 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,52 % | 103,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 231 CHF | 258 281 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,41 % | 103,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 038 CHF | 258 091 CHF | 99,96% | 99,96% |
07/11/2024 | 0,80% | 102,80 % | 103,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 727 CHF | 258 793 CHF | 99,91% | 99,91% |