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% | 104,11 % | 104,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 754 CHF | 262 854 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 104,10 % | 104,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 316 CHF | 262 415 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 104,46 % | 105,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 972 CHF | 263 072 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 104,44 % | 105,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 647 CHF | 263 747 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,08 % | 105,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 110 CHF | 264 210 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 104,65 % | 105,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 710 CHF | 263 810 CHF | 99,82% | 99,82% |
12/11/2024 | 0,80% | 104,79 % | 105,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 693 CHF | 264 793 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 105,51 % | 106,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 806 CHF | 265 931 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 105,14 % | 105,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 034 CHF | 265 144 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 105,59 % | 106,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 091 CHF | 266 216 CHF | 100,00% | 100,00% |