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 | 1,77% | 112,06 % | 114,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 750 CHF | 285 750 CHF | 100,00% | 100,00% |
19/11/2024 | 1,77% | 111,97 % | 113,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 939 CHF | 284 939 CHF | 100,00% | 100,00% |
18/11/2024 | 1,76% | 112,52 % | 114,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 038 CHF | 286 038 CHF | 100,00% | 100,00% |
15/11/2024 | 1,76% | 112,42 % | 114,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 824 CHF | 286 824 CHF | 100,00% | 100,00% |
14/11/2024 | 1,75% | 113,33 % | 115,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 643 CHF | 287 643 CHF | 100,00% | 100,00% |
13/11/2024 | 1,76% | 112,66 % | 114,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 940 CHF | 286 940 CHF | 100,00% | 100,00% |
12/11/2024 | 1,75% | 112,94 % | 114,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 559 CHF | 288 559 CHF | 100,00% | 100,00% |
11/11/2024 | 1,74% | 114,10 % | 116,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 273 CHF | 290 273 CHF | 100,00% | 100,00% |
08/11/2024 | 1,74% | 113,55 % | 115,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 077 CHF | 289 077 CHF | 100,00% | 100,00% |
07/11/2024 | 1,73% | 114,27 % | 116,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 709 CHF | 290 709 CHF | 100,00% | 100,00% |