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% | 101,62 % | 102,44 % | 230 000 | 250 000 | 230 075 | 250 000 | 233 970 CHF | 256 282 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,69 % | 102,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 040 CHF | 256 090 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 455 CHF | 256 504 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 356 CHF | 255 383 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,47 % | 102,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 985 CHF | 256 034 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,65 % | 102,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 291 CHF | 256 341 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 101,57 % | 102,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 982 CHF | 256 028 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,72 % | 102,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 420 CHF | 256 467 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,46 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 767 CHF | 254 793 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,03 % | 101,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 412 CHF | 253 437 CHF | 99,99% | 99,99% |