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% | 107,80 % | 108,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 019 CHF | 273 194 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 107,85 % | 108,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 357 CHF | 272 531 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 108,85 % | 109,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 022 CHF | 275 216 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 109,72 % | 110,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 237 CHF | 277 450 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 111,96 % | 112,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 859 CHF | 281 100 CHF | 99,89% | 99,89% |
13/11/2024 | 0,80% | 112,31 % | 113,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 472 CHF | 283 734 CHF | 99,91% | 99,91% |
12/11/2024 | 0,80% | 112,18 % | 113,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 863 CHF | 283 113 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 113,02 % | 113,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 605 CHF | 284 880 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 112,20 % | 113,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 294 CHF | 283 549 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 113,23 % | 114,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 622 CHF | 284 894 CHF | 100,00% | 100,00% |