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 | 0,86% | 92,78 % | 93,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 575 CHF | 234 575 CHF | 99,99% | 99,99% |
19/11/2024 | 0,86% | 92,85 % | 93,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 852 CHF | 234 852 CHF | 99,93% | 99,93% |
18/11/2024 | 0,84% | 94,77 % | 95,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 540 CHF | 238 540 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,01 % | 94,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 367 CHF | 238 367 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,35 % | 96,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 403 CHF | 239 403 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,27 % | 95,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 916 CHF | 237 916 CHF | 99,98% | 99,98% |
12/11/2024 | 0,84% | 94,52 % | 95,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 184 CHF | 239 184 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,80 % | 96,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 233 CHF | 242 233 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,82 % | 96,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 035 CHF | 242 035 CHF | 99,96% | 99,96% |
07/11/2024 | 0,83% | 96,31 % | 97,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 354 CHF | 243 354 CHF | 99,88% | 99,88% |