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% | 102,21 % | 103,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 433 CHF | 258 488 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,97 % | 103,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 422 CHF | 259 496 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 103,15 % | 103,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 768 CHF | 260 843 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,29 % | 104,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 343 CHF | 260 418 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,63 % | 104,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 189 CHF | 261 264 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,59 % | 104,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 033 CHF | 262 122 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 104,03 % | 104,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 625 CHF | 262 724 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 104,42 % | 105,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 254 CHF | 263 354 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 104,15 % | 104,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 354 CHF | 261 433 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 103,78 % | 104,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 136 CHF | 260 211 CHF | 100,00% | 100,00% |