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% | 101,44 % | 102,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 793 CHF | 255 838 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,31 % | 102,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 414 CHF | 255 442 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 101,33 % | 102,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 012 CHF | 255 037 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,05 % | 101,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 408 CHF | 254 433 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 832 CHF | 253 857 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,87 % | 101,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 119 CHF | 254 144 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 100,66 % | 101,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 121 CHF | 254 146 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,18 % | 101,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 952 CHF | 254 977 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,68 % | 101,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 712 CHF | 253 737 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 100,96 % | 101,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 450 CHF | 254 475 CHF | 100,00% | 100,00% |