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 | 0,47% | 106,57 % | 107,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 425 CHF | 267 675 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,56 % | 107,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 394 CHF | 267 644 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 106,55 % | 107,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 375 CHF | 267 625 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 106,52 % | 107,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 372 CHF | 267 622 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,56 % | 107,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 400 CHF | 267 650 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,55 % | 107,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 375 CHF | 267 625 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,55 % | 107,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 375 CHF | 267 625 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 106,54 % | 107,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 350 CHF | 267 600 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 106,54 % | 107,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 350 CHF | 267 600 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 106,53 % | 107,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 326 CHF | 267 576 CHF | 100,00% | 100,00% |