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% | 105,32 % | 106,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 433 CHF | 265 558 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 105,33 % | 106,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 376 CHF | 265 501 CHF | 99,89% | 99,89% |
18/11/2024 | 0,80% | 105,37 % | 106,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 500 CHF | 265 625 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,44 % | 106,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 805 CHF | 265 930 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,66 % | 106,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 081 CHF | 266 206 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,64 % | 106,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 213 CHF | 266 338 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 105,68 % | 106,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 227 CHF | 266 352 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 105,79 % | 106,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 440 CHF | 266 565 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 105,64 % | 106,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 163 CHF | 266 288 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 105,77 % | 106,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 378 CHF | 266 503 CHF | 100,00% | 100,00% |