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 | 3,00% | 100,81 % | 103,88 % | 100 000 | 50 000 | 100 000 | 50 000 | 101 255 CHF | 52 169 CHF | 99,86% | 99,86% |
19/11/2024 | 2,55% | 101,34 % | 104,43 % | 100 000 | 50 000 | 130 907 | 91 210 | 133 211 CHF | 94 635 CHF | 99,91% | 99,91% |
18/11/2024 | 0,80% | 102,59 % | 103,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 798 CHF | 257 848 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 102,23 % | 103,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 116 CHF | 257 166 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 101,61 % | 102,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 322 CHF | 257 372 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 102,41 % | 103,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 778 CHF | 257 828 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 102,08 % | 102,90 % | 225 000 | 250 000 | 226 334 | 250 000 | 231 591 CHF | 257 854 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 102,52 % | 103,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 817 CHF | 258 884 CHF | 21,17% | 21,17% |
08/11/2024 | 0,80% | 101,74 % | 102,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 243 CHF | 255 274 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 101,21 % | 102,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 589 CHF | 252 599 CHF | 99,99% | 99,99% |