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 | 0,75% | 93,67 % | 94,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 586 CHF | 235 336 CHF | 100,00% | 100,00% |
19/11/2024 | 0,75% | 92,68 % | 93,38 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 229 CHF | 233 979 CHF | 89,37% | 89,37% |
18/11/2024 | 0,74% | 93,62 % | 94,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 146 CHF | 235 896 CHF | 99,66% | 99,66% |
15/11/2024 | 0,74% | 93,58 % | 94,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 490 CHF | 237 240 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 94,79 % | 95,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 272 CHF | 238 022 CHF | 100,00% | 100,00% |
13/11/2024 | 0,73% | 95,21 % | 95,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 238 565 CHF | 240 315 CHF | 100,00% | 100,00% |
12/11/2024 | 0,73% | 95,64 % | 96,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 990 CHF | 241 740 CHF | 98,74% | 98,74% |
11/11/2024 | 0,72% | 96,28 % | 96,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 169 CHF | 242 919 CHF | 100,00% | 100,00% |
08/11/2024 | 0,72% | 96,26 % | 96,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 419 CHF | 243 169 CHF | 99,84% | 99,84% |
07/11/2024 | 0,72% | 96,90 % | 97,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 577 CHF | 244 327 CHF | 100,00% | 100,00% |