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% | 105,14 % | 105,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 165 CHF | 265 284 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 105,16 % | 106,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 262 339 CHF | 264 440 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 105,43 % | 106,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 085 CHF | 266 210 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 105,44 % | 106,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 682 CHF | 265 807 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 105,85 % | 106,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 636 CHF | 266 761 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 105,58 % | 106,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 806 CHF | 266 931 CHF | 99,96% | 99,96% |
12/11/2024 | 0,80% | 105,78 % | 106,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 264 907 CHF | 267 032 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 106,34 % | 107,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 265 721 CHF | 267 850 CHF | 99,95% | 99,95% |
08/11/2024 | 0,80% | 105,75 % | 106,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 825 CHF | 265 950 CHF | 99,99% | 99,99% |
07/11/2024 | 0,80% | 105,67 % | 106,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 263 661 CHF | 265 786 CHF | 100,00% | 100,00% |