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% | 107,76 % | 108,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 940 CHF | 273 115 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 108,15 % | 109,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 615 CHF | 272 790 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 108,96 % | 109,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 167 CHF | 275 363 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 109,51 % | 110,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 855 CHF | 277 066 CHF | 98,67% | 98,67% |
14/11/2024 | 0,80% | 111,88 % | 112,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 767 CHF | 281 007 CHF | 99,93% | 99,93% |
13/11/2024 | 0,80% | 112,22 % | 113,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 208 CHF | 283 469 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 111,89 % | 112,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 345 CHF | 282 595 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 112,97 % | 113,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 477 CHF | 284 752 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 112,13 % | 113,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 105 CHF | 283 360 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 113,12 % | 114,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 361 CHF | 284 630 CHF | 100,00% | 100,00% |