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 | 0,46% | 107,42 % | 107,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 522 CHF | 269 772 CHF | 100,00% | 100,00% |
19/11/2024 | 0,47% | 106,31 % | 106,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 222 CHF | 266 472 CHF | 89,38% | 89,38% |
18/11/2024 | 0,47% | 105,97 % | 106,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 898 CHF | 266 148 CHF | 99,68% | 99,68% |
15/11/2024 | 0,47% | 105,54 % | 106,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 990 CHF | 266 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,47% | 106,55 % | 107,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 266 732 CHF | 267 982 CHF | 100,00% | 100,00% |
13/11/2024 | 0,47% | 107,09 % | 107,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 267 355 CHF | 268 605 CHF | 100,00% | 100,00% |
12/11/2024 | 0,46% | 107,20 % | 107,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 268 207 CHF | 269 457 CHF | 95,89% | 95,89% |
11/11/2024 | 0,47% | 105,64 % | 106,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 094 CHF | 265 344 CHF | 100,00% | 100,00% |
08/11/2024 | 0,48% | 104,20 % | 104,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 261 966 CHF | 263 216 CHF | 99,84% | 99,84% |
07/11/2024 | 0,47% | 105,39 % | 105,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 361 CHF | 265 611 CHF | 100,00% | 100,00% |