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 | 0,48% | 102,69 % | 103,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 553 CHF | 258 803 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,34 % | 103,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 979 CHF | 259 229 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 103,64 % | 104,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 627 CHF | 258 877 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 103,17 % | 103,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 082 CHF | 260 332 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 103,94 % | 104,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 772 CHF | 261 022 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,14 % | 104,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 570 CHF | 259 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,51 % | 104,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 427 CHF | 261 677 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 104,52 % | 105,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 210 CHF | 261 460 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,65 % | 104,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 686 CHF | 260 936 CHF | 99,82% | 99,82% |
07/11/2024 | 0,48% | 104,25 % | 104,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 009 CHF | 262 259 CHF | 100,00% | 100,00% |