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% | 155,37 % | 156,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 389 275 CHF | 392 400 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 155,15 % | 156,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 388 049 CHF | 391 168 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 155,47 % | 156,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 387 783 CHF | 390 899 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 154,58 % | 155,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 386 006 CHF | 389 106 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 154,43 % | 155,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 384 912 CHF | 388 006 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 154,00 % | 155,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 384 803 CHF | 387 898 CHF | 99,67% | 99,67% |
12/11/2024 | 0,80% | 153,49 % | 154,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 385 272 CHF | 388 369 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 154,96 % | 156,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 387 683 CHF | 390 798 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 154,02 % | 155,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 385 261 CHF | 388 361 CHF | 99,93% | 99,93% |
07/11/2024 | 0,80% | 154,54 % | 155,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 386 642 CHF | 389 744 CHF | 100,00% | 100,00% |