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% | 111,65 % | 112,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 083 CHF | 282 333 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 111,49 % | 112,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 286 CHF | 281 530 CHF | 99,93% | 99,93% |
18/11/2024 | 0,80% | 111,90 % | 112,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 852 CHF | 281 094 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 110,83 % | 111,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 368 CHF | 278 593 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 110,77 % | 111,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 365 CHF | 277 577 CHF | 99,95% | 99,95% |
13/11/2024 | 0,80% | 110,15 % | 111,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 275 297 CHF | 277 506 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 109,91 % | 110,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 190 CHF | 278 412 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 111,42 % | 112,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 797 CHF | 281 036 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 110,46 % | 111,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 264 CHF | 278 489 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 111,21 % | 112,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 278 363 CHF | 280 596 CHF | 100,00% | 100,00% |