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% | 114,04 % | 114,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 409 CHF | 287 709 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 113,87 % | 114,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 795 CHF | 287 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 114,17 % | 115,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 477 CHF | 287 777 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 114,32 % | 115,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 208 CHF | 288 508 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 114,69 % | 115,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 320 CHF | 288 620 CHF | 99,96% | 99,96% |
13/11/2024 | 0,80% | 114,27 % | 115,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 610 CHF | 287 910 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 114,33 % | 115,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 372 CHF | 288 672 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 114,83 % | 115,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 287 001 CHF | 289 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 114,46 % | 115,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 101 CHF | 288 401 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 114,61 % | 115,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 417 CHF | 288 717 CHF | 100,00% | 100,00% |