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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,80% | 105,20 % | 106,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 233 CHF | 264 341 CHF | 99,98% | 99,98% |
20/11/2024 | 0,80% | 103,51 % | 104,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 682 CHF | 261 765 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 103,56 % | 104,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 996 CHF | 262 086 CHF | 99,94% | 99,94% |
18/11/2024 | 0,80% | 105,40 % | 106,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 362 CHF | 265 483 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,58 % | 106,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 051 CHF | 267 176 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 107,54 % | 108,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 510 CHF | 269 660 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 106,52 % | 107,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 921 CHF | 268 054 CHF | 99,82% | 99,82% |
12/11/2024 | 0,80% | 107,28 % | 108,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 692 CHF | 271 863 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 109,20 % | 110,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 915 CHF | 276 115 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 108,35 % | 109,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 155 CHF | 273 333 CHF | 100,00% | 100,00% |