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% | 116,91 % | 117,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 879 CHF | 296 240 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 116,85 % | 117,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 242 CHF | 294 593 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 118,11 % | 119,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 294 519 CHF | 296 889 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 117,87 % | 118,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 296 019 CHF | 298 395 CHF | 99,97% | 99,97% |
14/11/2024 | 0,80% | 119,80 % | 120,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 297 750 CHF | 300 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 118,68 % | 119,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 296 321 CHF | 298 698 CHF | 99,85% | 99,85% |
12/11/2024 | 0,80% | 118,77 % | 119,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 299 437 CHF | 301 837 CHF | 99,99% | 99,99% |
11/11/2024 | 0,80% | 121,11 % | 122,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 302 978 CHF | 305 404 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 119,96 % | 120,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 300 569 CHF | 302 981 CHF | 99,91% | 99,91% |
07/11/2024 | 0,80% | 121,30 % | 122,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 303 850 CHF | 306 295 CHF | 99,99% | 99,99% |