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% | 106,00 % | 106,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 626 CHF | 267 751 CHF | 99,97% | 99,97% |
19/11/2024 | 0,80% | 105,96 % | 106,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 941 CHF | 267 067 CHF | 99,79% | 99,79% |
18/11/2024 | 0,80% | 106,49 % | 107,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 958 CHF | 268 089 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 106,45 % | 107,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 865 CHF | 269 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 107,34 % | 108,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 589 CHF | 269 739 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 106,82 % | 107,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 981 CHF | 269 131 CHF | 99,81% | 99,81% |
12/11/2024 | 0,80% | 106,95 % | 107,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 430 CHF | 270 580 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 108,03 % | 108,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 083 CHF | 272 258 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 107,49 % | 108,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 955 CHF | 271 110 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 108,12 % | 108,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 530 CHF | 272 705 CHF | 100,00% | 100,00% |