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% | 116,77 % | 117,71 % | 150 000 | 250 000 | 168 390 | 250 000 | 197 182 CHF | 295 047 CHF | 99,99% | 99,99% |
19/11/2024 | 0,80% | 116,28 % | 117,21 % | 236 000 | 250 000 | 236 050 | 250 000 | 274 806 CHF | 293 380 CHF | 99,69% | 99,69% |
18/11/2024 | 0,80% | 116,77 % | 117,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 291 317 CHF | 293 661 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 115,63 % | 116,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 678 CHF | 290 998 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 115,02 % | 115,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 403 CHF | 288 703 CHF | 99,92% | 99,92% |
13/11/2024 | 0,80% | 114,72 % | 115,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 548 CHF | 288 848 CHF | 99,87% | 99,87% |
12/11/2024 | 0,80% | 114,68 % | 115,60 % | 230 000 | 250 000 | 233 790 | 250 000 | 268 720 CHF | 289 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 115,73 % | 116,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 369 CHF | 291 694 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 115,21 % | 116,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 287 421 CHF | 289 726 CHF | 99,83% | 99,83% |
07/11/2024 | 0,80% | 115,38 % | 116,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 288 902 CHF | 291 225 CHF | 100,00% | 100,00% |