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% | 96,98 % | 97,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 198 CHF | 245 198 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,53 % | 98,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 850 CHF | 246 850 CHF | 99,94% | 99,94% |
18/11/2024 | 0,81% | 98,41 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 244 CHF | 248 244 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,50 % | 99,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 153 CHF | 248 153 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,05 % | 98,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 896 CHF | 246 896 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,52 % | 98,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 618 CHF | 246 618 CHF | 99,69% | 99,69% |
12/11/2024 | 0,83% | 94,93 % | 95,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 928 CHF | 240 928 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,95 % | 96,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 370 CHF | 242 370 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,22 % | 96,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 089 CHF | 240 089 CHF | 99,89% | 99,89% |
07/11/2024 | 0,84% | 95,11 % | 95,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 412 CHF | 239 412 CHF | 99,97% | 99,97% |