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% | 131,51 % | 132,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 729 CHF | 333 384 CHF | 99,91% | 99,91% |
19/11/2024 | 0,80% | 130,95 % | 132,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 327 582 CHF | 330 210 CHF | 99,74% | 99,74% |
18/11/2024 | 0,80% | 131,45 % | 132,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 327 262 CHF | 329 889 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 130,03 % | 131,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 324 222 CHF | 326 826 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 130,30 % | 131,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 322 937 CHF | 325 531 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 129,52 % | 130,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 323 495 CHF | 326 094 CHF | 99,45% | 99,45% |
12/11/2024 | 0,80% | 128,88 % | 129,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 324 771 CHF | 327 380 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 131,38 % | 132,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 328 206 CHF | 330 842 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 129,19 % | 130,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 323 249 CHF | 325 850 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 130,86 % | 131,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 327 821 CHF | 330 454 CHF | 99,93% | 99,93% |