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 | 0,43% | 115,22 % | 115,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 146 CHF | 290 396 CHF | 100,00% | 100,00% |
19/11/2024 | 0,44% | 114,67 % | 115,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 474 CHF | 287 724 CHF | 89,36% | 89,36% |
18/11/2024 | 0,43% | 115,72 % | 116,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 130 CHF | 290 380 CHF | 99,67% | 99,67% |
15/11/2024 | 0,43% | 115,71 % | 116,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 916 CHF | 291 166 CHF | 100,00% | 100,00% |
14/11/2024 | 0,43% | 116,89 % | 117,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 290 194 CHF | 291 444 CHF | 100,00% | 100,00% |
13/11/2024 | 0,43% | 115,92 % | 116,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 233 CHF | 290 483 CHF | 100,00% | 100,00% |
12/11/2024 | 0,43% | 116,49 % | 116,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 757 CHF | 294 007 CHF | 98,74% | 98,74% |
11/11/2024 | 0,42% | 118,12 % | 118,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 295 107 CHF | 296 357 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 116,74 % | 117,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 076 CHF | 293 326 CHF | 99,83% | 99,83% |
07/11/2024 | 0,42% | 117,52 % | 118,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 877 CHF | 295 127 CHF | 100,00% | 100,00% |