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% | 102,58 % | 103,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 640 CHF | 258 690 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,62 % | 103,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 494 CHF | 258 544 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 102,53 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 235 CHF | 258 285 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,54 % | 103,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 644 CHF | 258 694 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 102,72 % | 103,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 789 CHF | 258 852 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,63 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 228 CHF | 258 278 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,13 % | 102,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 188 CHF | 257 238 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,91 % | 102,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 868 CHF | 256 918 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,92 % | 102,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 997 CHF | 257 047 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 039 CHF | 256 089 CHF | 100,00% | 100,00% |