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 | 0,90% | 87,88 % | 88,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 771 CHF | 223 771 CHF | 100,00% | 100,00% |
19/11/2024 | 0,90% | 89,09 % | 89,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 343 CHF | 224 343 CHF | 99,76% | 99,76% |
18/11/2024 | 0,89% | 89,62 % | 90,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 812 CHF | 224 812 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 89,91 % | 90,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 514 CHF | 228 514 CHF | 99,99% | 99,99% |
14/11/2024 | 0,87% | 91,39 % | 92,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 240 CHF | 230 240 CHF | 99,99% | 99,99% |
13/11/2024 | 0,88% | 90,71 % | 91,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 273 CHF | 229 273 CHF | 99,99% | 99,99% |
12/11/2024 | 0,87% | 91,40 % | 92,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 023 CHF | 232 023 CHF | 99,93% | 99,93% |
11/11/2024 | 0,86% | 92,62 % | 93,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 904 CHF | 233 904 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,31 % | 93,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 513 CHF | 232 513 CHF | 99,93% | 99,93% |
07/11/2024 | 0,86% | 92,24 % | 93,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 613 CHF | 232 613 CHF | 100,00% | 100,00% |