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 | 0,69% | 101,70 % | 102,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 147 CHF | 255 897 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,54 % | 102,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 197 CHF | 255 947 CHF | 89,38% | 89,38% |
18/11/2024 | 0,68% | 102,44 % | 103,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 820 CHF | 257 570 CHF | 99,67% | 99,67% |
15/11/2024 | 0,68% | 102,25 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 602 CHF | 258 352 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 102,62 % | 103,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 301 CHF | 258 051 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 102,59 % | 103,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 660 CHF | 257 410 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 101,90 % | 102,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 076 CHF | 256 826 CHF | 98,75% | 98,75% |
11/11/2024 | 0,68% | 102,42 % | 103,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 706 CHF | 257 456 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 101,84 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 966 CHF | 256 716 CHF | 99,84% | 99,84% |
07/11/2024 | 0,68% | 101,98 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 215 CHF | 256 965 CHF | 100,00% | 100,00% |