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% | 105,06 % | 105,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 012 CHF | 265 126 CHF | 99,95% | 99,95% |
19/11/2024 | 0,80% | 104,91 % | 105,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 262 CHF | 264 364 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 104,98 % | 105,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 979 CHF | 264 079 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 104,40 % | 105,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 788 CHF | 262 888 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 104,37 % | 105,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 047 CHF | 262 137 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 104,21 % | 105,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 409 CHF | 262 509 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 103,95 % | 104,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 755 CHF | 262 854 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 104,83 % | 105,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 191 CHF | 264 291 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 104,24 % | 105,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 260 645 CHF | 262 745 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 104,50 % | 105,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 446 CHF | 263 546 CHF | 99,92% | 99,92% |