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% | 105,16 % | 106,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 334 CHF | 265 456 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 105,15 % | 105,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 869 CHF | 264 973 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 105,43 % | 106,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 412 CHF | 265 537 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,37 % | 106,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 767 CHF | 265 892 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,83 % | 106,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 122 CHF | 266 247 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,47 % | 106,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 681 CHF | 265 806 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 105,56 % | 106,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 434 CHF | 266 559 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,09 % | 106,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 220 CHF | 267 345 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 105,77 % | 106,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 588 CHF | 266 713 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 106,10 % | 106,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 294 CHF | 267 419 CHF | 99,95% | 99,95% |