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% | 108,92 % | 109,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 556 CHF | 274 753 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 108,88 % | 109,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 271 CHF | 274 459 CHF | 99,98% | 99,98% |
18/11/2024 | 0,80% | 108,88 % | 109,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 907 CHF | 274 082 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 108,56 % | 109,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 270 CHF | 273 445 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 108,60 % | 109,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 893 CHF | 273 068 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 108,37 % | 109,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 946 CHF | 273 121 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 108,34 % | 109,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 246 CHF | 273 421 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 108,82 % | 109,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 123 CHF | 274 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 108,50 % | 109,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 235 CHF | 273 410 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 108,72 % | 109,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 827 CHF | 274 002 CHF | 100,00% | 100,00% |