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 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 002 CHF | 249 002 CHF | 99,93% | 99,93% |
19/11/2024 | 0,81% | 98,60 % | 99,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 818 CHF | 248 818 CHF | 99,78% | 99,78% |
18/11/2024 | 0,80% | 99,31 % | 100,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 997 CHF | 249 997 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 98,72 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 602 CHF | 249 602 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 684 CHF | 250 684 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,21 % | 100,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 083 CHF | 250 083 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,23 % | 100,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 325 CHF | 250 325 CHF | 99,98% | 99,98% |
11/11/2024 | 0,80% | 99,51 % | 100,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 025 CHF | 251 025 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,30 % | 100,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 467 CHF | 250 467 CHF | 99,90% | 99,90% |
07/11/2024 | 0,80% | 99,43 % | 100,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 794 CHF | 250 794 CHF | 99,98% | 99,98% |