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% | 101,71 % | 102,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 567 CHF | 257 617 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,95 % | 102,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 518 CHF | 256 568 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 632 CHF | 255 663 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,97 % | 102,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 487 CHF | 258 548 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,97 % | 103,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 458 CHF | 259 533 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,86 % | 103,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 551 CHF | 259 626 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,07 % | 103,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 377 CHF | 259 452 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,79 % | 103,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 238 CHF | 259 313 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,06 % | 103,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 869 CHF | 259 944 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,98 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 113 CHF | 259 188 CHF | 100,00% | 100,00% |