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% | 102,66 % | 103,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 905 CHF | 258 975 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,60 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 509 CHF | 258 564 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,74 % | 103,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 741 CHF | 258 800 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,71 % | 103,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 151 CHF | 259 226 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,96 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 176 CHF | 259 251 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,69 % | 103,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 791 CHF | 258 855 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,83 % | 103,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 502 CHF | 259 577 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 103,24 % | 104,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 101 CHF | 260 176 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,02 % | 103,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 567 CHF | 259 642 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,21 % | 104,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 971 CHF | 260 046 CHF | 100,00% | 100,00% |