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 | 0,98% | 101,00 % | 102,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 178 CHF | 255 678 CHF | 100,00% | 100,00% |
19/11/2024 | 0,99% | 101,21 % | 102,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 225 CHF | 254 725 CHF | 89,37% | 89,37% |
18/11/2024 | 0,99% | 101,17 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 176 CHF | 254 676 CHF | 99,66% | 99,66% |
15/11/2024 | 0,99% | 100,52 % | 101,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 969 CHF | 254 469 CHF | 100,00% | 100,00% |
14/11/2024 | 0,98% | 101,78 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 040 CHF | 256 540 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 101,11 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 954 CHF | 255 454 CHF | 100,00% | 100,00% |
12/11/2024 | 0,98% | 101,43 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 092 CHF | 256 592 CHF | 98,74% | 98,74% |
11/11/2024 | 0,98% | 101,95 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 646 CHF | 257 146 CHF | 100,00% | 100,00% |
08/11/2024 | 0,98% | 101,61 % | 102,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 159 CHF | 256 659 CHF | 99,84% | 99,84% |
07/11/2024 | 0,98% | 101,48 % | 102,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 599 CHF | 256 099 CHF | 100,00% | 100,00% |