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 | 1,00% | 76,56 % | 77,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 715 CHF | 196 670 CHF | 99,93% | 99,93% |
19/11/2024 | 0,99% | 79,78 % | 80,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 200 252 CHF | 202 251 CHF | 99,53% | 99,53% |
18/11/2024 | 0,97% | 81,77 % | 82,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 477 CHF | 207 477 CHF | 99,98% | 99,98% |
15/11/2024 | 0,97% | 81,94 % | 82,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 106 CHF | 207 106 CHF | 99,99% | 99,99% |
14/11/2024 | 0,98% | 81,66 % | 82,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 202 151 CHF | 204 151 CHF | 99,99% | 99,99% |
13/11/2024 | 0,99% | 79,69 % | 80,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 201 058 CHF | 203 058 CHF | 99,45% | 99,45% |
12/11/2024 | 0,96% | 81,39 % | 82,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 126 CHF | 210 126 CHF | 99,99% | 99,99% |
11/11/2024 | 0,96% | 83,46 % | 84,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 574 CHF | 209 574 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 83,04 % | 83,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 138 CHF | 210 138 CHF | 99,70% | 99,70% |
07/11/2024 | 0,94% | 85,64 % | 86,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 612 CHF | 213 612 CHF | 99,99% | 99,99% |