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% | 115,96 % | 116,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 075 CHF | 292 400 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 115,68 % | 116,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 806 CHF | 291 131 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 115,77 % | 116,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 958 CHF | 291 283 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 115,26 % | 116,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 659 CHF | 292 995 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 117,10 % | 118,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 612 CHF | 294 962 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 116,97 % | 117,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 010 CHF | 294 360 CHF | 99,89% | 99,89% |
12/11/2024 | 0,80% | 116,90 % | 117,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 686 CHF | 295 036 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 117,12 % | 118,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 024 CHF | 295 374 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 116,87 % | 117,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 256 CHF | 294 606 CHF | 99,88% | 99,88% |
07/11/2024 | 0,80% | 116,99 % | 117,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 011 CHF | 294 358 CHF | 100,00% | 100,00% |