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% | 96,60 % | 97,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 191 CHF | 244 191 CHF | 99,91% | 99,91% |
19/11/2024 | 0,82% | 96,60 % | 97,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 473 CHF | 243 473 CHF | 99,82% | 99,82% |
18/11/2024 | 0,82% | 97,05 % | 97,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 228 CHF | 244 228 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,77 % | 97,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 661 CHF | 244 661 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,10 % | 97,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 415 CHF | 244 415 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,74 % | 97,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 747 CHF | 243 747 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,42 % | 97,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 263 CHF | 244 263 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,38 % | 98,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 385 CHF | 245 385 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,58 % | 97,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 237 CHF | 244 237 CHF | 99,80% | 99,80% |
07/11/2024 | 0,82% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 483 CHF | 245 483 CHF | 100,00% | 100,00% |