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% | 102,93 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 605 CHF | 259 680 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 103,01 % | 103,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 480 CHF | 259 555 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 103,31 % | 104,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 187 CHF | 260 262 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,10 % | 103,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 860 CHF | 259 935 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,13 % | 103,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 709 CHF | 259 784 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,96 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 565 CHF | 259 640 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 102,99 % | 103,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 910 CHF | 259 985 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,34 % | 104,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 112 CHF | 260 187 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,93 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 233 CHF | 259 305 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,83 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 263 CHF | 259 338 CHF | 100,00% | 100,00% |