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 | 1,66% | 118,87 % | 120,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 297 895 CHF | 302 895 CHF | 100,00% | 100,00% |
19/11/2024 | 1,67% | 118,63 % | 120,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 296 675 CHF | 301 675 CHF | 100,00% | 100,00% |
18/11/2024 | 1,66% | 119,52 % | 121,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 298 391 CHF | 303 391 CHF | 100,00% | 100,00% |
15/11/2024 | 1,66% | 119,35 % | 121,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 299 585 CHF | 304 585 CHF | 100,00% | 100,00% |
14/11/2024 | 1,65% | 120,77 % | 122,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 300 885 CHF | 305 885 CHF | 100,00% | 100,00% |
13/11/2024 | 1,65% | 119,76 % | 121,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 299 821 CHF | 304 821 CHF | 100,00% | 100,00% |
12/11/2024 | 1,64% | 120,17 % | 122,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 302 368 CHF | 307 368 CHF | 100,00% | 100,00% |
11/11/2024 | 1,63% | 122,02 % | 124,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 305 061 CHF | 310 061 CHF | 100,00% | 100,00% |
08/11/2024 | 1,64% | 121,20 % | 123,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 303 258 CHF | 308 258 CHF | 100,00% | 100,00% |
07/11/2024 | 1,62% | 122,29 % | 124,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 305 762 CHF | 310 762 CHF | 100,00% | 100,00% |