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 | 0,49% | 102,14 % | 102,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 439 CHF | 256 689 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 102,15 % | 102,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 228 CHF | 256 478 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 102,18 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 452 CHF | 256 702 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 102,25 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 776 CHF | 257 026 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,29 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 631 CHF | 256 881 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,14 % | 102,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 412 CHF | 256 662 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 102,20 % | 102,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 538 CHF | 256 788 CHF | 98,73% | 98,73% |
11/11/2024 | 0,49% | 102,27 % | 102,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 841 CHF | 257 091 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,34 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 746 CHF | 256 996 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,16 % | 102,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 393 CHF | 256 643 CHF | 100,00% | 100,00% |