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% | 100,22 % | 101,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 705 CHF | 255 745 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 101,22 % | 102,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 290 CHF | 255 323 CHF | 99,65% | 99,65% |
18/11/2024 | 0,80% | 102,05 % | 102,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 722 CHF | 256 772 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 101,85 % | 102,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 945 CHF | 256 995 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 102,21 % | 103,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 038 CHF | 257 088 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,06 % | 102,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 222 CHF | 257 272 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 101,86 % | 102,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 789 CHF | 257 839 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,50 % | 103,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 340 CHF | 258 390 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,39 % | 103,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 403 CHF | 257 453 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 102,23 % | 103,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 884 CHF | 256 934 CHF | 99,98% | 99,98% |