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% | 110,74 % | 111,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 804 CHF | 279 029 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 110,38 % | 111,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 276 557 CHF | 278 779 CHF | 99,95% | 99,95% |
18/11/2024 | 0,80% | 110,04 % | 110,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 767 CHF | 274 961 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 108,25 % | 109,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 270 251 CHF | 272 424 CHF | 99,95% | 99,95% |
14/11/2024 | 0,80% | 108,14 % | 109,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 413 CHF | 270 570 CHF | 99,97% | 99,97% |
13/11/2024 | 0,80% | 108,47 % | 109,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 333 CHF | 274 525 CHF | 99,78% | 99,78% |
12/11/2024 | 0,80% | 108,71 % | 109,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 960 CHF | 275 150 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 109,96 % | 110,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 500 CHF | 281 742 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 112,56 % | 113,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 724 CHF | 283 982 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 112,74 % | 113,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 099 CHF | 283 353 CHF | 99,68% | 99,68% |