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% | 129,26 % | 130,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 324 162 CHF | 326 762 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 128,78 % | 129,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 322 925 CHF | 325 524 CHF | 99,71% | 99,71% |
18/11/2024 | 0,80% | 129,34 % | 130,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 322 590 CHF | 325 188 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 127,87 % | 128,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 318 461 CHF | 321 017 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 127,70 % | 128,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 316 380 CHF | 318 921 CHF | 99,98% | 99,98% |
13/11/2024 | 0,80% | 126,91 % | 127,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 317 156 CHF | 319 706 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 125,97 % | 126,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 317 400 CHF | 319 949 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 128,45 % | 129,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 321 418 CHF | 323 993 CHF | 99,94% | 99,94% |
08/11/2024 | 0,80% | 126,28 % | 127,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 316 018 CHF | 318 555 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 127,10 % | 128,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 318 614 CHF | 321 170 CHF | 99,99% | 99,99% |