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 | 1,22% | 40,75 % | 41,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 051 CHF | 103 301 CHF | 99,94% | 99,94% |
19/11/2024 | 1,22% | 40,76 % | 41,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 106 CHF | 103 356 CHF | 99,86% | 99,86% |
18/11/2024 | 1,21% | 41,02 % | 41,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 449 CHF | 103 699 CHF | 99,99% | 99,99% |
15/11/2024 | 1,21% | 40,94 % | 41,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 561 CHF | 103 811 CHF | 100,00% | 100,00% |
14/11/2024 | 1,21% | 41,14 % | 41,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 650 CHF | 103 900 CHF | 100,00% | 100,00% |
13/11/2024 | 1,21% | 40,95 % | 41,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 442 CHF | 103 692 CHF | 100,00% | 100,00% |
12/11/2024 | 1,21% | 40,96 % | 41,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 675 CHF | 103 925 CHF | 100,00% | 100,00% |
11/11/2024 | 1,20% | 41,30 % | 41,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 103 192 CHF | 104 442 CHF | 100,00% | 100,00% |
08/11/2024 | 1,21% | 41,15 % | 41,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 102 968 CHF | 104 218 CHF | 100,00% | 100,00% |
07/11/2024 | 1,20% | 41,33 % | 41,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 103 415 CHF | 104 665 CHF | 99,69% | 99,69% |