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% | 113,09 % | 114,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 431 CHF | 286 716 CHF | 99,98% | 99,98% |
19/11/2024 | 0,80% | 112,77 % | 113,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 977 CHF | 284 243 CHF | 99,83% | 99,83% |
18/11/2024 | 0,80% | 113,33 % | 114,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 009 CHF | 285 284 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 113,21 % | 114,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 791 CHF | 286 066 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 114,54 % | 115,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 012 CHF | 287 302 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 114,37 % | 115,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 233 CHF | 288 532 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 114,10 % | 115,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 287 552 CHF | 289 863 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 116,43 % | 117,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 291 184 CHF | 293 527 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 114,82 % | 115,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 287 146 CHF | 289 449 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 115,51 % | 116,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 335 CHF | 291 660 CHF | 99,97% | 99,97% |