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 | 0,48% | 104,11 % | 104,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 425 CHF | 261 675 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 104,14 % | 104,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 294 CHF | 261 544 CHF | 89,36% | 89,36% |
18/11/2024 | 0,48% | 104,19 % | 104,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 460 CHF | 261 710 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 104,17 % | 104,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 424 CHF | 261 674 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,17 % | 104,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 407 CHF | 261 657 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,13 % | 104,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 360 CHF | 261 610 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,12 % | 104,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 360 CHF | 261 610 CHF | 98,74% | 98,74% |
11/11/2024 | 0,48% | 104,16 % | 104,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 414 CHF | 261 664 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,14 % | 104,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 375 CHF | 261 625 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,12 % | 104,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 254 CHF | 261 504 CHF | 100,00% | 100,00% |