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% | 102,81 % | 103,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 025 CHF | 259 100 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,80 % | 103,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 000 CHF | 259 075 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,79 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 975 CHF | 259 050 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,79 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 975 CHF | 259 050 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,79 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 975 CHF | 259 050 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,78 % | 103,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 955 CHF | 259 030 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,78 % | 103,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 900 CHF | 258 975 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,76 % | 103,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 914 CHF | 258 989 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,75 % | 103,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 856 CHF | 258 931 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,74 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 774 CHF | 258 833 CHF | 100,00% | 100,00% |