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% | 102,08 % | 102,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 655 CHF | 256 905 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,97 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 025 CHF | 256 275 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 102,60 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 336 CHF | 257 586 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 102,60 % | 103,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 919 CHF | 258 169 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,74 % | 103,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 365 CHF | 257 615 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,36 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 579 CHF | 256 829 CHF | 100,00% | 100,00% |
12/11/2024 | 0,49% | 101,91 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 275 CHF | 257 525 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 103,07 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 963 CHF | 259 213 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 102,85 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 957 CHF | 259 207 CHF | 99,82% | 99,82% |
07/11/2024 | 0,48% | 103,64 % | 104,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 254 CHF | 260 504 CHF | 100,00% | 100,00% |