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% | 123,48 % | 124,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 309 564 CHF | 312 049 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 123,05 % | 124,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 307 986 CHF | 310 460 CHF | 99,76% | 99,76% |
18/11/2024 | 0,80% | 123,13 % | 124,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 306 666 CHF | 309 129 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 122,01 % | 122,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 304 141 CHF | 306 590 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 121,93 % | 122,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 302 608 CHF | 305 041 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 121,64 % | 122,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 303 670 CHF | 306 114 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 120,72 % | 121,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 303 539 CHF | 305 979 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 122,42 % | 123,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 306 363 CHF | 308 818 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 120,92 % | 121,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 302 388 CHF | 304 815 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 121,70 % | 122,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 304 543 CHF | 306 991 CHF | 100,00% | 100,00% |