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% | 109,37 % | 110,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 676 CHF | 275 876 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 109,26 % | 110,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 198 CHF | 275 398 CHF | 99,99% | 99,99% |
18/11/2024 | 0,80% | 109,37 % | 110,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 273 159 CHF | 275 359 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 109,13 % | 110,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 493 CHF | 274 688 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 109,06 % | 109,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 998 CHF | 274 175 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 108,85 % | 109,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 075 CHF | 274 250 CHF | 99,98% | 99,98% |
12/11/2024 | 0,80% | 108,63 % | 109,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 128 CHF | 274 305 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 109,18 % | 110,06 % | 235 000 | 250 000 | 235 035 | 250 000 | 256 622 CHF | 275 161 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 108,89 % | 109,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 239 CHF | 274 419 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 109,13 % | 110,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 936 CHF | 275 136 CHF | 100,00% | 100,00% |