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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,80% | 102,71 % | 103,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 653 CHF | 257 703 CHF | 99,49% | 99,49% |
22/11/2024 | 0,80% | 101,54 % | 102,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 410 CHF | 254 437 CHF | 99,98% | 99,98% |
20/11/2024 | 0,80% | 101,39 % | 102,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 514 CHF | 256 561 CHF | 99,86% | 99,86% |
19/11/2024 | 0,80% | 102,58 % | 103,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 625 CHF | 258 686 CHF | 99,46% | 99,46% |
18/11/2024 | 0,80% | 103,12 % | 103,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 484 CHF | 260 559 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,19 % | 104,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 197 CHF | 260 272 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 103,55 % | 104,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 595 CHF | 260 670 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 103,43 % | 104,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 012 CHF | 262 104 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 104,19 % | 105,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 519 CHF | 263 619 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 104,76 % | 105,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 974 CHF | 264 074 CHF | 100,00% | 100,00% |