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% | 104,74 % | 105,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 434 CHF | 264 536 CHF | 99,98% | 99,98% |
19/11/2024 | 0,80% | 104,76 % | 105,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 799 CHF | 263 900 CHF | 99,70% | 99,70% |
18/11/2024 | 0,80% | 105,19 % | 106,03 % | 240 000 | 250 000 | 241 698 | 250 000 | 253 994 CHF | 264 818 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,17 % | 106,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 597 CHF | 265 720 CHF | 99,98% | 99,98% |
14/11/2024 | 0,80% | 105,99 % | 106,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 187 CHF | 266 312 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,49 % | 106,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 699 CHF | 265 823 CHF | 99,92% | 99,92% |
12/11/2024 | 0,80% | 105,63 % | 106,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 923 CHF | 267 048 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,57 % | 107,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 353 CHF | 268 502 CHF | 99,94% | 99,94% |
08/11/2024 | 0,80% | 106,06 % | 106,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 359 CHF | 267 484 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 106,56 % | 107,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 142 CHF | 268 278 CHF | 99,98% | 99,98% |