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% | 106,80 % | 107,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 535 CHF | 270 685 CHF | 99,90% | 99,90% |
19/11/2024 | 0,80% | 107,43 % | 108,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 823 CHF | 270 974 CHF | 99,53% | 99,53% |
18/11/2024 | 0,80% | 107,73 % | 108,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 576 CHF | 270 727 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 107,46 % | 108,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 989 CHF | 270 139 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 106,74 % | 107,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 958 CHF | 270 108 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 107,84 % | 108,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 923 CHF | 272 097 CHF | 99,97% | 99,97% |
12/11/2024 | 0,80% | 108,25 % | 109,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 436 CHF | 273 614 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 108,81 % | 109,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 272 431 CHF | 274 616 CHF | 21,17% | 21,17% |
08/11/2024 | 0,80% | 107,76 % | 108,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 391 CHF | 270 546 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 107,41 % | 108,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 104 CHF | 268 239 CHF | 99,93% | 99,93% |