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% | 132,44 % | 133,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 331 100 CHF | 333 750 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 132,43 % | 133,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 331 075 CHF | 333 725 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 132,41 % | 133,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 331 025 CHF | 333 675 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 132,37 % | 133,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 925 CHF | 333 575 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 132,36 % | 133,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 900 CHF | 333 550 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 132,32 % | 133,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 814 CHF | 333 464 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 132,32 % | 133,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 800 CHF | 333 450 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 132,29 % | 133,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 725 CHF | 333 375 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 132,27 % | 133,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 686 CHF | 333 336 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 132,27 % | 133,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 330 640 CHF | 333 290 CHF | 100,00% | 100,00% |