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% | 123,99 % | 124,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 312 476 CHF | 314 988 CHF | 99,94% | 99,94% |
19/11/2024 | 0,80% | 124,00 % | 125,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 311 834 CHF | 314 336 CHF | 99,74% | 99,74% |
18/11/2024 | 0,80% | 125,72 % | 126,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 311 983 CHF | 314 487 CHF | 99,99% | 99,99% |
15/11/2024 | 0,80% | 125,33 % | 126,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 314 665 CHF | 317 192 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 126,41 % | 127,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 315 328 CHF | 317 860 CHF | 99,92% | 99,92% |
13/11/2024 | 0,80% | 122,81 % | 123,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 308 327 CHF | 310 804 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 123,05 % | 124,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 310 285 CHF | 312 781 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 125,60 % | 126,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 314 735 CHF | 317 262 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 125,63 % | 126,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 315 880 CHF | 318 416 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 127,53 % | 128,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 319 970 CHF | 322 541 CHF | 99,98% | 99,98% |