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 | 0,78% | 102,18 % | 102,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 812 CHF | 257 812 CHF | 99,99% | 99,99% |
19/11/2024 | 0,78% | 102,17 % | 102,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 391 CHF | 257 391 CHF | 89,36% | 89,36% |
18/11/2024 | 0,78% | 102,44 % | 103,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 935 CHF | 257 935 CHF | 99,66% | 99,66% |
15/11/2024 | 0,78% | 102,39 % | 103,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 382 CHF | 258 382 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 101,43 % | 102,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 381 CHF | 258 381 CHF | 6,07% | 6,07% |
13/11/2024 | 0,78% | 102,62 % | 103,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 439 CHF | 258 439 CHF | 100,00% | 100,00% |
12/11/2024 | 0,77% | 102,66 % | 103,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 235 CHF | 259 235 CHF | 98,71% | 98,71% |
11/11/2024 | 0,77% | 103,24 % | 104,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 124 CHF | 260 124 CHF | 100,00% | 100,00% |
08/11/2024 | 0,77% | 102,92 % | 103,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 632 CHF | 259 632 CHF | 16,84% | 16,84% |
07/11/2024 | 0,77% | 103,30 % | 104,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 433 CHF | 260 433 CHF | 100,00% | 100,00% |