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 | 1,29% | 38,52 % | 39,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 96 556 CHF | 97 806 CHF | 100,00% | 100,00% |
19/11/2024 | 1,29% | 38,64 % | 39,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 96 547 CHF | 97 797 CHF | 99,99% | 99,99% |
18/11/2024 | 1,29% | 38,36 % | 38,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 95 934 CHF | 97 184 CHF | 100,00% | 100,00% |
15/11/2024 | 1,29% | 38,41 % | 38,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 96 571 CHF | 97 821 CHF | 100,00% | 100,00% |
14/11/2024 | 1,28% | 38,85 % | 39,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 96 738 CHF | 97 988 CHF | 99,97% | 99,97% |
13/11/2024 | 1,28% | 38,81 % | 39,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 97 239 CHF | 98 489 CHF | 100,00% | 100,00% |
12/11/2024 | 1,27% | 38,88 % | 39,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 97 664 CHF | 98 914 CHF | 99,97% | 99,97% |
11/11/2024 | 1,26% | 39,36 % | 39,86 % | 250 000 | 250 000 | 250 000 | 250 000 | 98 591 CHF | 99 841 CHF | 100,00% | 100,00% |
08/11/2024 | 1,27% | 39,14 % | 39,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 98 017 CHF | 99 267 CHF | 100,00% | 100,00% |
07/11/2024 | 1,26% | 39,33 % | 39,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 98 565 CHF | 99 815 CHF | 99,95% | 99,95% |