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 | 0,54% | 92,75 % | 93,25 % | 250 000 | 250 000 | 250 000 | 249 870 | 230 498 CHF | 231 627 CHF | 7,78% | 7,78% |
19/11/2024 | 0,55% | 89,73 % | 90,23 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 069 CHF | 227 319 CHF | 6,05% | 6,05% |
18/11/2024 | 0,51% | 97,29 % | 97,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 868 CHF | 244 118 CHF | 21,88% | 21,88% |
15/11/2024 | 0,52% | 96,42 % | 96,92 % | 250 000 | 250 000 | 250 000 | 249 983 | 240 887 CHF | 242 121 CHF | 73,25% | 73,25% |
14/11/2024 | 0,50% | 98,94 % | 99,44 % | 250 000 | 250 000 | 250 000 | 249 951 | 249 783 CHF | 250 983 CHF | 27,88% | 27,88% |
13/11/2024 | 0,49% | 100,77 % | 101,27 % | 250 000 | 250 000 | 250 000 | 249 995 | 253 806 CHF | 255 051 CHF | 98,87% | 98,87% |
12/11/2024 | 0,48% | 102,38 % | 102,88 % | 250 000 | 250 000 | 250 000 | 250 000 | 259 158 CHF | 260 408 CHF | 95,70% | 95,70% |
11/11/2024 | 0,49% | 101,25 % | 101,75 % | 250 000 | 250 000 | 250 000 | 250 000 | 252 166 CHF | 253 416 CHF | 17,90% | 17,90% |
08/11/2024 | 0,50% | 100,92 % | 101,42 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 312 CHF | 248 562 CHF | 80,15% | 80,15% |
07/11/2024 | 0,53% | 94,97 % | 95,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 161 CHF | 235 411 CHF | 64,40% | 64,40% |