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% | 115,63 % | 116,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 505 CHF | 291 830 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 115,54 % | 116,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 982 CHF | 291 307 CHF | 99,71% | 99,71% |
18/11/2024 | 0,80% | 115,84 % | 116,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 645 CHF | 291 970 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 116,01 % | 116,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 448 CHF | 292 773 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 116,27 % | 117,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 283 CHF | 292 608 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 115,78 % | 116,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 453 CHF | 291 778 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 115,91 % | 116,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 402 CHF | 292 728 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 116,46 % | 117,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 291 084 CHF | 293 428 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 116,18 % | 117,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 379 CHF | 292 704 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 116,30 % | 117,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 595 CHF | 292 920 CHF | 100,00% | 100,00% |