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 | 0,69% | 100,55 % | 101,25 % | 200 000 | 200 000 | 200 000 | 200 000 | 201 473 CHF | 202 873 CHF | 100,00% | 100,00% |
19/11/2024 | 0,70% | 100,27 % | 100,97 % | 200 000 | 200 000 | 200 000 | 200 000 | 200 392 CHF | 201 792 CHF | 89,40% | 89,40% |
18/11/2024 | 0,69% | 100,33 % | 101,03 % | 200 000 | 200 000 | 200 000 | 200 000 | 200 766 CHF | 202 166 CHF | 99,66% | 99,66% |
15/11/2024 | 0,69% | 100,16 % | 100,86 % | 200 000 | 200 000 | 200 000 | 200 000 | 201 623 CHF | 203 023 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 101,45 % | 102,15 % | 200 000 | 200 000 | 200 000 | 200 000 | 202 943 CHF | 204 343 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 101,49 % | 102,19 % | 200 000 | 200 000 | 200 000 | 200 000 | 202 662 CHF | 204 062 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 101,55 % | 102,25 % | 200 000 | 200 000 | 200 000 | 200 000 | 203 024 CHF | 204 424 CHF | 98,71% | 98,71% |
11/11/2024 | 0,69% | 101,43 % | 102,13 % | 200 000 | 200 000 | 200 000 | 200 000 | 202 886 CHF | 204 286 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 101,37 % | 102,07 % | 200 000 | 200 000 | 200 000 | 200 000 | 202 444 CHF | 203 844 CHF | 99,84% | 99,84% |
07/11/2024 | 0,69% | 101,08 % | 101,78 % | 200 000 | 200 000 | 200 000 | 200 000 | 202 132 CHF | 203 532 CHF | 100,00% | 100,00% |