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% | 108,44 % | 109,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 911 CHF | 275 105 CHF | 99,80% | 99,80% |
19/11/2024 | 0,80% | 108,83 % | 109,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 684 CHF | 274 876 CHF | 99,72% | 99,72% |
18/11/2024 | 0,80% | 110,51 % | 111,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 934 CHF | 279 159 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 111,12 % | 112,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 509 CHF | 281 751 CHF | 99,94% | 99,94% |
14/11/2024 | 0,80% | 114,38 % | 115,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 677 CHF | 286 965 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 114,10 % | 115,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 220 CHF | 288 518 CHF | 99,86% | 99,86% |
12/11/2024 | 0,80% | 114,08 % | 115,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 375 CHF | 288 675 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 115,98 % | 116,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 348 CHF | 292 673 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 114,89 % | 115,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 417 CHF | 290 732 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 116,36 % | 117,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 907 CHF | 293 243 CHF | 100,00% | 100,00% |