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 | 0,87% | 90,84 % | 91,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 029 CHF | 230 029 CHF | 100,00% | 100,00% |
19/11/2024 | 0,88% | 90,13 % | 90,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 728 CHF | 227 728 CHF | 99,82% | 99,82% |
18/11/2024 | 0,87% | 91,33 % | 92,13 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 623 CHF | 230 623 CHF | 99,99% | 99,99% |
15/11/2024 | 0,87% | 91,73 % | 92,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 229 284 CHF | 231 284 CHF | 100,00% | 100,00% |
14/11/2024 | 0,88% | 91,41 % | 92,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 033 CHF | 229 033 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,78 % | 90,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 695 CHF | 226 695 CHF | 99,63% | 99,63% |
12/11/2024 | 0,88% | 89,28 % | 90,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 225 587 CHF | 227 587 CHF | 99,95% | 99,95% |
11/11/2024 | 0,86% | 92,44 % | 93,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 230 693 CHF | 232 693 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,23 % | 93,03 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 818 CHF | 233 818 CHF | 99,92% | 99,92% |
07/11/2024 | 0,84% | 94,96 % | 95,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 850 CHF | 238 850 CHF | 100,00% | 100,00% |