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% | 104,68 % | 105,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 322 CHF | 264 422 CHF | 99,86% | 99,86% |
19/11/2024 | 0,80% | 104,64 % | 105,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 553 CHF | 263 653 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 105,08 % | 105,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 444 CHF | 264 544 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,03 % | 105,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 218 CHF | 265 334 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,88 % | 106,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 898 CHF | 266 023 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,36 % | 106,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 307 CHF | 265 427 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 105,38 % | 106,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 630 CHF | 266 755 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,49 % | 107,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 269 CHF | 268 418 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 105,94 % | 106,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 078 CHF | 267 203 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 106,56 % | 107,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 669 CHF | 268 818 CHF | 99,99% | 99,99% |