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% | 134,57 % | 135,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 336 498 CHF | 339 198 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 134,19 % | 135,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 335 210 CHF | 337 909 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 134,09 % | 135,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 335 105 CHF | 337 801 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 133,64 % | 134,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 337 120 CHF | 339 830 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 136,08 % | 137,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 340 415 CHF | 343 140 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 136,24 % | 137,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 340 074 CHF | 342 799 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 136,39 % | 137,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 340 767 CHF | 343 504 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 136,15 % | 137,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 340 555 CHF | 343 281 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 135,93 % | 137,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 339 496 CHF | 342 221 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 135,85 % | 136,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 338 888 CHF | 341 610 CHF | 100,00% | 100,00% |