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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,93% | 86,14 % | 86,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 744 CHF | 215 744 CHF | 99,58% | 99,58% |
22/11/2024 | 0,95% | 83,49 % | 84,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 208 995 CHF | 210 995 CHF | 99,94% | 99,94% |
20/11/2024 | 0,96% | 81,39 % | 82,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 207 060 CHF | 209 060 CHF | 100,00% | 100,00% |
19/11/2024 | 0,95% | 83,81 % | 84,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 081 CHF | 212 081 CHF | 99,92% | 99,92% |
18/11/2024 | 0,95% | 83,81 % | 84,61 % | 250 000 | 250 000 | 250 000 | 250 000 | 210 163 CHF | 212 163 CHF | 99,98% | 99,98% |
15/11/2024 | 0,91% | 85,89 % | 86,69 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 468 CHF | 220 468 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,65 % | 90,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 223 744 CHF | 225 744 CHF | 100,00% | 100,00% |
13/11/2024 | 0,91% | 87,50 % | 88,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 218 155 CHF | 220 155 CHF | 99,84% | 99,84% |
12/11/2024 | 0,88% | 88,01 % | 88,81 % | 250 000 | 250 000 | 250 000 | 250 000 | 227 353 CHF | 229 353 CHF | 99,99% | 99,99% |
11/11/2024 | 0,86% | 93,04 % | 93,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 073 CHF | 233 073 CHF | 100,00% | 100,00% |