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% | 101,37 % | 102,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 629 CHF | 255 660 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,20 % | 102,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 031 CHF | 255 057 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 337 CHF | 256 387 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 101,64 % | 102,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 103 CHF | 256 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 101,98 % | 102,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 844 CHF | 256 894 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 101,89 % | 102,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 807 CHF | 256 857 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,08 % | 102,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 589 CHF | 257 639 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,27 % | 103,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 144 CHF | 257 194 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 101,69 % | 102,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 409 CHF | 255 439 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,45 % | 102,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 009 CHF | 256 059 CHF | 100,00% | 100,00% |