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 | 0,91% | 86,25 % | 87,05 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 041 CHF | 220 041 CHF | 99,98% | 99,98% |
19/11/2024 | 0,91% | 87,42 % | 88,22 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 017 CHF | 220 017 CHF | 99,89% | 99,89% |
18/11/2024 | 0,90% | 89,17 % | 89,97 % | 250 000 | 250 000 | 250 000 | 250 000 | 222 373 CHF | 224 373 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 88,32 % | 89,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 102 CHF | 223 102 CHF | 99,99% | 99,99% |
14/11/2024 | 0,92% | 87,69 % | 88,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 778 CHF | 218 778 CHF | 99,98% | 99,98% |
13/11/2024 | 0,93% | 84,79 % | 85,59 % | 250 000 | 250 000 | 250 000 | 250 000 | 214 372 CHF | 216 372 CHF | 99,75% | 99,75% |
12/11/2024 | 0,90% | 87,12 % | 87,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 221 675 CHF | 223 675 CHF | 99,97% | 99,97% |
11/11/2024 | 0,90% | 88,98 % | 89,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 220 915 CHF | 222 915 CHF | 100,00% | 100,00% |
08/11/2024 | 0,91% | 87,16 % | 87,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 339 CHF | 221 339 CHF | 99,95% | 99,95% |
07/11/2024 | 0,89% | 90,28 % | 91,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 823 CHF | 226 823 CHF | 100,00% | 100,00% |