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% | 129,57 % | 130,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 322 472 CHF | 325 062 CHF | 99,88% | 99,88% |
20/11/2024 | 0,80% | 126,41 % | 127,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 317 373 CHF | 319 923 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 125,80 % | 126,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 315 202 CHF | 317 731 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 126,08 % | 127,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 313 860 CHF | 316 384 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 124,64 % | 125,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 103 CHF | 312 592 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 124,48 % | 125,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 013 CHF | 310 489 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 123,86 % | 124,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 309 296 CHF | 311 775 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 122,68 % | 123,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 309 114 CHF | 311 597 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 125,25 % | 126,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 313 627 CHF | 316 152 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 123,18 % | 124,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 108 CHF | 310 585 CHF | 100,00% | 100,00% |