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 | 0,56% | 106,46 % | 107,06 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 220 CHF | 267 720 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 106,48 % | 107,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 221 CHF | 267 721 CHF | 89,40% | 89,40% |
18/11/2024 | 0,56% | 106,45 % | 107,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 112 CHF | 267 612 CHF | 99,67% | 99,67% |
15/11/2024 | 0,56% | 106,36 % | 106,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 981 CHF | 267 481 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 106,42 % | 107,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 018 CHF | 267 518 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 106,36 % | 106,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 882 CHF | 267 382 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 106,36 % | 106,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 957 CHF | 267 457 CHF | 98,72% | 98,72% |
11/11/2024 | 0,56% | 106,38 % | 106,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 958 CHF | 267 458 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 106,32 % | 106,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 737 CHF | 267 237 CHF | 99,83% | 99,83% |
07/11/2024 | 0,56% | 106,27 % | 106,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 676 CHF | 267 176 CHF | 100,00% | 100,00% |