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% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 618 CHF | 259 690 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 102,82 % | 103,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 207 CHF | 259 274 CHF | 99,80% | 99,80% |
18/11/2024 | 0,80% | 103,99 % | 104,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 220 CHF | 262 311 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 104,45 % | 105,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 553 CHF | 264 663 CHF | 99,95% | 99,95% |
14/11/2024 | 0,80% | 106,39 % | 107,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 644 CHF | 266 766 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,34 % | 106,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 121 CHF | 266 243 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 105,71 % | 106,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 903 CHF | 268 039 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 108,42 % | 109,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 844 CHF | 272 013 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 107,22 % | 108,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 804 CHF | 270 962 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 109,21 % | 110,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 424 CHF | 275 621 CHF | 99,99% | 99,99% |