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 | 0,97% | 102,73 % | 103,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 913 CHF | 259 413 CHF | 100,00% | 100,00% |
19/11/2024 | 0,97% | 102,69 % | 103,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 525 CHF | 259 025 CHF | 89,36% | 89,36% |
18/11/2024 | 0,97% | 102,64 % | 103,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 359 CHF | 258 859 CHF | 99,66% | 99,66% |
15/11/2024 | 0,97% | 102,64 % | 103,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 421 CHF | 259 921 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 103,40 % | 104,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 147 CHF | 260 647 CHF | 100,00% | 100,00% |
13/11/2024 | 0,97% | 103,15 % | 104,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 765 CHF | 260 265 CHF | 100,00% | 100,00% |
12/11/2024 | 0,96% | 103,31 % | 104,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 837 CHF | 261 337 CHF | 98,72% | 98,72% |
11/11/2024 | 0,96% | 103,64 % | 104,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 200 CHF | 261 700 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 103,23 % | 104,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 089 CHF | 260 589 CHF | 99,83% | 99,83% |
07/11/2024 | 0,96% | 103,44 % | 104,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 258 453 CHF | 260 953 CHF | 100,00% | 100,00% |