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% | 101,52 % | 102,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 532 CHF | 256 282 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 102,20 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 572 CHF | 256 322 CHF | 89,40% | 89,40% |
18/11/2024 | 0,68% | 101,89 % | 102,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 246 CHF | 257 996 CHF | 99,66% | 99,66% |
15/11/2024 | 0,68% | 101,75 % | 102,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 265 CHF | 258 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,68% | 102,63 % | 103,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 442 CHF | 259 192 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 103,15 % | 103,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 566 CHF | 260 316 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 103,33 % | 104,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 052 CHF | 259 802 CHF | 98,71% | 98,71% |
11/11/2024 | 0,67% | 103,11 % | 103,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 578 CHF | 260 328 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 102,04 % | 102,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 527 CHF | 256 277 CHF | 99,84% | 99,84% |
07/11/2024 | 0,68% | 102,36 % | 103,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 183 CHF | 256 933 CHF | 100,00% | 100,00% |