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% | 101,18 % | 101,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 110 CHF | 255 135 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,26 % | 102,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 906 CHF | 255 948 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 101,30 % | 102,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 865 CHF | 254 891 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,35 % | 102,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 186 CHF | 256 232 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,39 % | 103,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 084 CHF | 258 134 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 101,59 % | 102,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 723 CHF | 256 773 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 101,98 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 178 CHF | 258 231 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,92 % | 103,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 853 CHF | 260 928 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 103,58 % | 104,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 379 CHF | 260 454 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 102,93 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 357 CHF | 258 412 CHF | 100,00% | 100,00% |