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% | 121,25 % | 122,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 304 334 CHF | 306 781 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 121,29 % | 122,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 303 490 CHF | 305 929 CHF | 99,97% | 99,97% |
18/11/2024 | 0,80% | 121,09 % | 122,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 301 435 CHF | 303 860 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 119,83 % | 120,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 299 165 CHF | 301 565 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 119,65 % | 120,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 297 415 CHF | 299 804 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 119,06 % | 120,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 297 237 CHF | 299 627 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 118,81 % | 119,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 298 467 CHF | 300 866 CHF | 99,92% | 99,92% |
11/11/2024 | 0,80% | 120,42 % | 121,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 301 375 CHF | 303 800 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 118,77 % | 119,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 297 130 CHF | 299 512 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 119,48 % | 120,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 299 124 CHF | 301 524 CHF | 100,00% | 100,00% |