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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,47% | 107,16 % | 107,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 900 CHF | 269 150 CHF | 100,00% | 100,00% |
20/11/2024 | 0,47% | 107,13 % | 107,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 853 CHF | 269 103 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 107,01 % | 107,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 480 CHF | 268 730 CHF | 89,37% | 89,37% |
18/11/2024 | 0,47% | 107,01 % | 107,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 572 CHF | 268 822 CHF | 99,68% | 99,68% |
15/11/2024 | 0,47% | 106,98 % | 107,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 461 CHF | 268 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,95 % | 107,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 282 CHF | 268 532 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 106,85 % | 107,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 172 CHF | 268 422 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 106,82 % | 107,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 382 CHF | 268 632 CHF | 98,73% | 98,73% |
11/11/2024 | 0,47% | 107,08 % | 107,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 712 CHF | 268 962 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 107,06 % | 107,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 666 CHF | 268 916 CHF | 99,84% | 99,84% |