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 | 0,83% | 95,37 % | 96,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 982 CHF | 240 982 CHF | 99,85% | 99,85% |
19/11/2024 | 0,84% | 95,41 % | 96,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 124 CHF | 240 124 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,27 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 996 CHF | 239 996 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 95,09 % | 95,89 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 229 CHF | 240 229 CHF | 99,98% | 99,98% |
14/11/2024 | 0,83% | 95,78 % | 96,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 729 CHF | 240 729 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,27 % | 96,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 656 CHF | 239 656 CHF | 99,89% | 99,89% |
12/11/2024 | 0,84% | 95,14 % | 95,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 417 CHF | 240 417 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,83 % | 96,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 879 CHF | 241 879 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,74 % | 96,54 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 678 CHF | 241 678 CHF | 99,93% | 99,93% |
07/11/2024 | 0,83% | 96,20 % | 97,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 002 CHF | 243 002 CHF | 100,00% | 100,00% |