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% | 101,53 % | 102,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 817 CHF | 255 862 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 419 CHF | 255 447 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 101,36 % | 102,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 237 CHF | 255 262 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,28 % | 102,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 289 CHF | 255 314 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,07 % | 101,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 393 CHF | 254 418 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,02 % | 101,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 688 CHF | 254 713 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 100,90 % | 101,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 644 CHF | 254 669 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 101,38 % | 102,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 658 CHF | 255 694 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,46 % | 102,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 133 CHF | 256 182 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,01 % | 102,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 850 CHF | 256 900 CHF | 100,00% | 100,00% |