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% | 103,39 % | 103,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 851 CHF | 260 101 CHF | 100,00% | 100,00% |
19/11/2024 | 0,48% | 103,26 % | 103,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 943 CHF | 259 193 CHF | 89,37% | 89,37% |
18/11/2024 | 0,48% | 103,43 % | 103,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 296 CHF | 259 546 CHF | 99,67% | 99,67% |
15/11/2024 | 0,48% | 102,68 % | 103,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 925 CHF | 260 175 CHF | 100,00% | 100,00% |
14/11/2024 | 0,48% | 104,55 % | 105,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 394 CHF | 262 644 CHF | 100,00% | 100,00% |
13/11/2024 | 0,48% | 104,55 % | 105,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 236 CHF | 262 486 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 104,69 % | 105,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 819 CHF | 263 069 CHF | 98,71% | 98,71% |
11/11/2024 | 0,48% | 104,64 % | 105,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 814 CHF | 263 064 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,45 % | 104,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 676 CHF | 261 926 CHF | 99,83% | 99,83% |
07/11/2024 | 0,48% | 104,23 % | 104,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 354 CHF | 261 604 CHF | 100,00% | 100,00% |