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 | 0,58% | 103,58 % | 104,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 064 CHF | 260 564 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 103,60 % | 104,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 957 CHF | 260 457 CHF | 89,37% | 89,37% |
18/11/2024 | 0,58% | 103,59 % | 104,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 906 CHF | 260 406 CHF | 99,68% | 99,68% |
15/11/2024 | 0,58% | 103,57 % | 104,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 010 CHF | 260 510 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 103,70 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 070 CHF | 260 570 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 103,62 % | 104,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 021 CHF | 260 521 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 103,63 % | 104,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 125 CHF | 260 625 CHF | 98,74% | 98,74% |
11/11/2024 | 0,58% | 103,71 % | 104,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 276 CHF | 260 776 CHF | 100,00% | 100,00% |
08/11/2024 | 0,58% | 103,70 % | 104,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 265 CHF | 260 765 CHF | 99,83% | 99,83% |
07/11/2024 | 0,58% | 103,75 % | 104,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 390 CHF | 260 890 CHF | 100,00% | 100,00% |