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 | 0,88% | 90,01 % | 90,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 432 CHF | 228 432 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 90,07 % | 90,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 966 CHF | 227 966 CHF | 99,71% | 99,71% |
18/11/2024 | 0,86% | 92,44 % | 93,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 868 CHF | 232 868 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 91,65 % | 92,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 211 CHF | 233 211 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,87 % | 94,67 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 606 CHF | 235 606 CHF | 99,97% | 99,97% |
13/11/2024 | 0,86% | 92,80 % | 93,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 076 CHF | 234 076 CHF | 99,76% | 99,76% |
12/11/2024 | 0,85% | 92,76 % | 93,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 922 CHF | 234 922 CHF | 99,98% | 99,98% |
11/11/2024 | 0,84% | 94,37 % | 95,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 619 CHF | 238 619 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,79 % | 94,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 235 CHF | 237 235 CHF | 99,98% | 99,98% |
07/11/2024 | 0,84% | 94,30 % | 95,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 412 CHF | 238 412 CHF | 99,99% | 99,99% |