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% | 102,68 % | 103,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 970 CHF | 259 040 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,63 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 561 CHF | 258 616 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,75 % | 103,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 802 CHF | 258 865 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,74 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 215 CHF | 259 290 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,99 % | 103,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 244 CHF | 259 319 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,71 % | 103,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 846 CHF | 258 912 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,85 % | 103,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 571 CHF | 259 646 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,27 % | 104,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 174 CHF | 260 249 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,05 % | 103,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 640 CHF | 259 715 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,24 % | 104,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 048 CHF | 260 123 CHF | 100,00% | 100,00% |