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% | 111,48 % | 112,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 953 CHF | 282 200 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 110,67 % | 111,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 277 899 CHF | 280 132 CHF | 99,83% | 99,83% |
18/11/2024 | 0,80% | 109,92 % | 110,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 271 767 CHF | 273 950 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 106,37 % | 107,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 608 CHF | 266 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,57 % | 106,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 492 CHF | 261 578 CHF | 99,72% | 99,72% |
13/11/2024 | 0,80% | 105,16 % | 106,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 365 CHF | 264 473 CHF | 99,92% | 99,92% |
12/11/2024 | 0,80% | 104,06 % | 104,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 861 CHF | 265 982 CHF | 99,97% | 99,97% |
11/11/2024 | 0,80% | 107,12 % | 107,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 269 644 CHF | 271 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 102,02 % | 102,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 254 885 CHF | 256 935 CHF | 99,98% | 99,98% |
07/11/2024 | 0,80% | 103,38 % | 104,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 336 CHF | 260 410 CHF | 99,92% | 99,92% |