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 | 2,00% | 131,45 % | 134,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 329 546 CHF | 336 203 CHF | 100,00% | 100,00% |
19/11/2024 | 2,00% | 131,15 % | 133,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 327 908 CHF | 334 534 CHF | 100,00% | 100,00% |
18/11/2024 | 2,00% | 132,27 % | 134,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 090 CHF | 336 757 CHF | 100,00% | 100,00% |
15/11/2024 | 2,00% | 132,04 % | 134,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 331 561 CHF | 338 260 CHF | 100,00% | 100,00% |
14/11/2024 | 2,00% | 133,91 % | 136,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 333 196 CHF | 339 924 CHF | 100,00% | 100,00% |
13/11/2024 | 2,00% | 132,69 % | 135,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 331 806 CHF | 338 508 CHF | 100,00% | 100,00% |
12/11/2024 | 2,00% | 133,06 % | 135,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 335 098 CHF | 341 870 CHF | 100,00% | 100,00% |
11/11/2024 | 2,00% | 135,39 % | 138,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 338 551 CHF | 345 392 CHF | 100,00% | 100,00% |
08/11/2024 | 2,00% | 134,30 % | 137,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 336 127 CHF | 342 916 CHF | 100,00% | 100,00% |
07/11/2024 | 2,00% | 135,72 % | 138,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 339 395 CHF | 346 250 CHF | 100,00% | 100,00% |