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% | 103,70 % | 104,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 444 CHF | 261 523 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 103,79 % | 104,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 105 CHF | 261 181 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 103,82 % | 104,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 521 CHF | 261 597 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,81 % | 104,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 200 CHF | 261 275 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,49 % | 104,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 680 CHF | 260 755 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,38 % | 104,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 111 CHF | 260 186 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 225 CHF | 260 300 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,47 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 927 CHF | 261 002 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,03 % | 103,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 626 CHF | 259 701 CHF | 99,78% | 99,78% |
07/11/2024 | 0,80% | 103,14 % | 103,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 139 CHF | 260 214 CHF | 100,00% | 100,00% |