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 | 0,18% | 113,40 % | 113,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 854 CHF | 285 354 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 113,70 % | 114,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 336 CHF | 285 336 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 114,30 % | 114,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 286 335 CHF | 287 335 CHF | 100,00% | 100,00% |
15/11/2024 | 0,17% | 115,40 % | 115,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 289 224 CHF | 289 724 CHF | 100,00% | 100,00% |
14/11/2024 | 0,17% | 117,40 % | 117,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 292 603 CHF | 293 103 CHF | 99,10% | 99,10% |
13/11/2024 | 0,34% | 117,30 % | 117,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 294 125 CHF | 295 125 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 117,40 % | 117,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 647 CHF | 294 647 CHF | 100,00% | 100,00% |
11/11/2024 | 0,17% | 118,30 % | 118,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 295 767 CHF | 296 267 CHF | 100,00% | 100,00% |
08/11/2024 | 0,17% | 117,30 % | 117,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 293 916 CHF | 294 416 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 118,10 % | 118,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 294 852 CHF | 295 852 CHF | 100,00% | 100,00% |