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% | 106,27 % | 107,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 981 CHF | 268 112 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 106,04 % | 106,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 050 CHF | 267 175 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 106,23 % | 107,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 471 CHF | 267 596 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 106,32 % | 107,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 298 CHF | 268 442 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 106,85 % | 107,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 984 CHF | 269 134 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 106,70 % | 107,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 904 CHF | 269 054 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 106,87 % | 107,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 762 CHF | 269 912 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 107,33 % | 108,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 321 CHF | 270 471 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 106,95 % | 107,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 305 CHF | 269 455 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 107,03 % | 107,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 651 CHF | 269 801 CHF | 100,00% | 100,00% |