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% | 101,04 % | 101,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 654 CHF | 254 679 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 705 CHF | 254 730 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 101,12 % | 101,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 741 CHF | 254 766 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 908 CHF | 254 933 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 838 CHF | 254 862 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 602 CHF | 254 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,09 % | 101,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 750 CHF | 254 775 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,15 % | 101,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 866 CHF | 254 891 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,08 % | 101,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 728 CHF | 254 753 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,11 % | 101,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 857 CHF | 254 882 CHF | 100,00% | 100,00% |