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 | 0,82% | 96,72 % | 97,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 956 CHF | 243 956 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 96,74 % | 97,54 % | 250 000 | 240 000 | 250 000 | 241 314 | 242 069 CHF | 235 593 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,14 % | 97,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 739 CHF | 244 739 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,04 % | 97,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 951 CHF | 244 951 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,36 % | 98,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 898 CHF | 244 898 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,96 % | 97,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 551 CHF | 244 551 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,11 % | 97,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 897 CHF | 244 897 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,39 % | 98,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 650 CHF | 245 650 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,22 % | 98,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 231 CHF | 245 231 CHF | 99,88% | 99,88% |
07/11/2024 | 0,82% | 97,49 % | 98,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 761 CHF | 245 761 CHF | 100,00% | 100,00% |