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% | 104,06 % | 104,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 074 CHF | 263 174 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 104,10 % | 104,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 677 CHF | 262 777 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 105,22 % | 106,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 085 CHF | 265 199 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,12 % | 105,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 696 CHF | 265 817 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 106,46 % | 107,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 467 CHF | 267 598 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,99 % | 106,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 197 CHF | 267 322 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 106,00 % | 106,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 501 CHF | 267 626 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,82 % | 107,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 239 CHF | 269 389 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 106,42 % | 107,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 524 CHF | 268 673 CHF | 99,87% | 99,87% |
07/11/2024 | 0,80% | 106,83 % | 107,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 280 CHF | 269 430 CHF | 99,98% | 99,98% |