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% | 102,45 % | 103,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 274 CHF | 258 324 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,10 % | 102,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 597 CHF | 257 647 CHF | 99,69% | 99,69% |
18/11/2024 | 0,80% | 102,15 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 217 CHF | 257 267 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,92 % | 102,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 765 CHF | 256 815 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 648 CHF | 255 685 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 087 CHF | 256 135 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 928 CHF | 255 974 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 101,93 % | 102,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 138 CHF | 257 188 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,05 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 837 CHF | 257 887 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,81 % | 103,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 837 CHF | 258 906 CHF | 99,95% | 99,95% |