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% | 103,27 % | 104,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 638 CHF | 261 720 CHF | 99,96% | 99,96% |
19/11/2024 | 0,80% | 103,85 % | 104,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 959 CHF | 262 047 CHF | 99,85% | 99,85% |
18/11/2024 | 0,80% | 104,02 % | 104,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 297 CHF | 261 373 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 103,60 % | 104,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 181 CHF | 260 256 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 102,67 % | 103,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 155 CHF | 260 228 CHF | 99,99% | 99,99% |
13/11/2024 | 0,80% | 103,84 % | 104,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 839 CHF | 261 922 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 103,73 % | 104,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 622 CHF | 261 705 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 104,15 % | 104,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 817 CHF | 262 917 CHF | 21,17% | 21,17% |
08/11/2024 | 0,80% | 103,06 % | 103,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 152 CHF | 258 207 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 102,25 % | 103,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 483 CHF | 254 512 CHF | 99,97% | 99,97% |