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% | 102,61 % | 103,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 801 CHF | 258 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 630 CHF | 258 680 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,65 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 494 CHF | 258 544 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,62 % | 103,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 771 CHF | 258 836 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,72 % | 103,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 861 CHF | 258 931 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,72 % | 103,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 644 CHF | 258 696 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,37 % | 103,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 797 CHF | 257 847 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,26 % | 103,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 588 CHF | 257 638 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,16 % | 102,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 420 CHF | 257 470 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,08 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 780 CHF | 256 830 CHF | 100,00% | 100,00% |