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 | 0,77% | 102,08 % | 102,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 158 CHF | 259 158 CHF | 91,43% | 91,43% |
19/11/2024 | 0,78% | 102,65 % | 103,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 609 CHF | 258 609 CHF | 89,36% | 89,36% |
18/11/2024 | 0,77% | 102,99 % | 103,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 326 CHF | 259 326 CHF | 99,67% | 99,67% |
15/11/2024 | 0,77% | 102,95 % | 103,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 768 CHF | 259 768 CHF | 100,00% | 100,00% |
14/11/2024 | 0,77% | 102,46 % | 103,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 892 CHF | 259 892 CHF | 6,07% | 6,07% |
13/11/2024 | 0,77% | 103,20 % | 104,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 898 CHF | 259 898 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 103,25 % | 104,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 789 CHF | 260 789 CHF | 98,72% | 98,72% |
11/11/2024 | 0,77% | 103,91 % | 104,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 814 CHF | 261 814 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 103,56 % | 104,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 072 CHF | 261 072 CHF | 78,25% | 78,25% |
07/11/2024 | 0,77% | 103,99 % | 104,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 144 CHF | 262 144 CHF | 100,00% | 100,00% |