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% | 101,24 % | 102,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 628 CHF | 255 670 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 955 CHF | 254 980 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 557 CHF | 254 582 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 682 CHF | 255 724 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 721 CHF | 255 761 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 773 CHF | 255 814 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 012 CHF | 256 062 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,62 % | 102,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 636 CHF | 256 686 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 532 CHF | 256 582 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 931 CHF | 255 981 CHF | 100,00% | 100,00% |