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 | 2,63% | 111,96 % | 114,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 419 CHF | 287 894 CHF | 100,00% | 100,00% |
19/11/2024 | 2,64% | 111,83 % | 114,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 279 626 CHF | 287 101 CHF | 100,00% | 100,00% |
18/11/2024 | 2,63% | 112,39 % | 115,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 280 703 CHF | 288 178 CHF | 100,00% | 100,00% |
15/11/2024 | 2,62% | 112,25 % | 115,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 458 CHF | 288 934 CHF | 100,00% | 100,00% |
14/11/2024 | 2,61% | 113,19 % | 116,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 282 270 CHF | 289 745 CHF | 100,00% | 100,00% |
13/11/2024 | 2,62% | 112,53 % | 115,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 281 564 CHF | 289 039 CHF | 100,00% | 100,00% |
12/11/2024 | 2,61% | 112,79 % | 115,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 192 CHF | 290 667 CHF | 100,00% | 100,00% |
11/11/2024 | 2,59% | 113,95 % | 116,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 284 902 CHF | 292 377 CHF | 100,00% | 100,00% |
08/11/2024 | 2,60% | 113,40 % | 116,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 283 681 CHF | 291 156 CHF | 100,00% | 100,00% |
07/11/2024 | 2,59% | 114,12 % | 117,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 285 350 CHF | 292 825 CHF | 100,00% | 100,00% |