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% | 105,57 % | 106,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 925 CHF | 265 175 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 105,57 % | 106,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 919 CHF | 265 169 CHF | 89,36% | 89,36% |
18/11/2024 | 0,47% | 105,56 % | 106,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 906 CHF | 265 156 CHF | 99,67% | 99,67% |
15/11/2024 | 0,47% | 105,55 % | 106,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 893 CHF | 265 143 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 105,55 % | 106,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 869 CHF | 265 119 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 105,54 % | 106,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 838 CHF | 265 088 CHF | 100,00% | 100,00% |
12/11/2024 | 0,47% | 105,54 % | 106,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 835 CHF | 265 085 CHF | 98,72% | 98,72% |
11/11/2024 | 0,47% | 105,53 % | 106,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 816 CHF | 265 066 CHF | 100,00% | 100,00% |
08/11/2024 | 0,47% | 105,53 % | 106,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 821 CHF | 265 071 CHF | 99,83% | 99,83% |
07/11/2024 | 0,47% | 105,52 % | 106,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 802 CHF | 265 052 CHF | 100,00% | 100,00% |