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% | 101,72 % | 102,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 198 CHF | 255 948 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 101,57 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 312 CHF | 256 062 CHF | 89,38% | 89,38% |
18/11/2024 | 0,68% | 102,52 % | 103,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 079 CHF | 257 829 CHF | 99,68% | 99,68% |
15/11/2024 | 0,68% | 102,37 % | 103,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 970 CHF | 258 720 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 102,71 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 491 CHF | 258 241 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 102,70 % | 103,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 849 CHF | 257 599 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 102,03 % | 102,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 460 CHF | 257 210 CHF | 98,75% | 98,75% |
11/11/2024 | 0,68% | 102,63 % | 103,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 203 CHF | 257 953 CHF | 100,00% | 100,00% |
08/11/2024 | 0,68% | 101,93 % | 102,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 284 CHF | 257 034 CHF | 99,83% | 99,83% |
07/11/2024 | 0,68% | 102,16 % | 102,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 711 CHF | 257 461 CHF | 100,00% | 100,00% |