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% | 102,88 % | 103,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 200 CHF | 259 275 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,87 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 175 CHF | 259 250 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,87 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 133 CHF | 259 208 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,86 % | 103,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 218 CHF | 259 293 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,85 % | 103,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 125 CHF | 259 200 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,83 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 032 CHF | 259 107 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,83 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 114 CHF | 259 189 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,83 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 026 CHF | 259 101 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,80 % | 103,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 023 CHF | 259 098 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,78 % | 103,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 936 CHF | 259 011 CHF | 100,00% | 100,00% |