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 | 0,49% | 102,20 % | 102,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 219 CHF | 257 469 CHF | 100,00% | 100,00% |
19/11/2024 | 0,49% | 101,65 % | 102,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 702 CHF | 254 952 CHF | 89,37% | 89,37% |
18/11/2024 | 0,49% | 102,22 % | 102,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 965 CHF | 257 215 CHF | 99,67% | 99,67% |
15/11/2024 | 0,49% | 102,43 % | 102,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 244 CHF | 257 494 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,82 % | 103,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 488 CHF | 257 738 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,50 % | 103,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 209 CHF | 257 459 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 102,47 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 188 CHF | 258 438 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 103,56 % | 104,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 596 CHF | 259 846 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 103,20 % | 103,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 767 CHF | 259 017 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 103,42 % | 103,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 813 CHF | 260 063 CHF | 100,00% | 100,00% |