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% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 330 CHF | 256 380 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,58 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 846 CHF | 255 896 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 558 CHF | 255 587 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 157 CHF | 256 207 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,74 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 344 CHF | 256 394 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,67 % | 102,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 181 CHF | 256 231 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,70 % | 102,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 076 CHF | 256 126 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 215 CHF | 256 265 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 130 CHF | 256 180 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 784 CHF | 255 834 CHF | 100,00% | 100,00% |