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 | 0,80% | 106,58 % | 107,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 582 CHF | 268 732 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 106,62 % | 107,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 447 CHF | 268 597 CHF | 100,00% | 100,00% |
18/11/2024 | 0,80% | 106,55 % | 107,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 236 CHF | 268 384 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 106,41 % | 107,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 133 CHF | 268 273 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 106,52 % | 107,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 313 CHF | 268 463 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 106,49 % | 107,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 205 CHF | 268 353 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 106,36 % | 107,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 987 CHF | 268 118 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,41 % | 107,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 113 CHF | 268 254 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 106,28 % | 107,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 458 CHF | 267 583 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 106,07 % | 106,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 879 CHF | 267 004 CHF | 100,00% | 100,00% |