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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,89% | 89,51 % | 90,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 991 CHF | 224 991 CHF | 99,71% | 99,71% |
22/11/2024 | 0,91% | 88,29 % | 89,09 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 631 CHF | 220 631 CHF | 99,99% | 99,99% |
20/11/2024 | 0,91% | 87,10 % | 87,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 217 991 CHF | 219 991 CHF | 99,98% | 99,98% |
19/11/2024 | 0,92% | 86,85 % | 87,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 371 CHF | 218 371 CHF | 99,53% | 99,53% |
18/11/2024 | 0,90% | 88,45 % | 89,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 518 CHF | 223 518 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 88,94 % | 89,74 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 950 CHF | 224 950 CHF | 99,93% | 99,93% |
14/11/2024 | 0,89% | 89,80 % | 90,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 541 CHF | 224 541 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 89,36 % | 90,16 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 644 CHF | 227 644 CHF | 99,59% | 99,59% |
12/11/2024 | 0,86% | 92,79 % | 93,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 119 CHF | 234 119 CHF | 97,47% | 97,47% |
11/11/2024 | 0,88% | 90,46 % | 91,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 255 CHF | 227 255 CHF | 100,00% | 100,00% |