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 | 0,81% | 123,25 % | 124,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 746 CHF | 311 246 CHF | 99,93% | 99,93% |
19/11/2024 | 0,81% | 123,22 % | 124,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 224 CHF | 310 724 CHF | 99,87% | 99,87% |
18/11/2024 | 0,81% | 123,67 % | 124,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 309 032 CHF | 311 532 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 123,75 % | 124,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 043 CHF | 312 543 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 124,31 % | 125,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 184 CHF | 312 684 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 123,66 % | 124,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 891 CHF | 311 391 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 123,67 % | 124,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 079 CHF | 312 579 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 124,53 % | 125,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 311 319 CHF | 313 819 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 123,88 % | 124,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 309 918 CHF | 312 418 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 124,25 % | 125,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 470 CHF | 312 970 CHF | 100,00% | 100,00% |