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% | 109,58 % | 110,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 587 CHF | 276 787 CHF | 99,84% | 99,84% |
19/11/2024 | 0,80% | 109,59 % | 110,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 274 275 CHF | 276 475 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 109,58 % | 110,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 364 CHF | 275 564 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 109,04 % | 109,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 331 CHF | 274 515 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 108,95 % | 109,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 441 CHF | 273 616 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 108,53 % | 109,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 264 CHF | 273 439 CHF | 99,92% | 99,92% |
12/11/2024 | 0,80% | 108,49 % | 109,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 000 CHF | 274 178 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 109,39 % | 110,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 544 CHF | 275 744 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 108,57 % | 109,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 567 CHF | 273 743 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 108,99 % | 109,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 633 CHF | 274 829 CHF | 100,00% | 100,00% |