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% | 104,74 % | 105,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 561 CHF | 263 811 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,86 % | 105,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 272 CHF | 263 522 CHF | 89,37% | 89,37% |
18/11/2024 | 0,48% | 104,96 % | 105,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 316 CHF | 263 566 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 104,99 % | 105,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 169 CHF | 263 419 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,95 % | 105,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 152 CHF | 263 402 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,49 % | 104,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 002 CHF | 262 252 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,77 % | 105,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 408 CHF | 263 658 CHF | 98,73% | 98,73% |
11/11/2024 | 0,48% | 105,01 % | 105,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 200 CHF | 263 450 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,81 % | 105,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 777 CHF | 263 027 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,64 % | 105,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 391 CHF | 262 641 CHF | 100,00% | 100,00% |