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 | 0,81% | 97,44 % | 98,24 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 485 CHF | 246 485 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,63 % | 98,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 069 CHF | 246 069 CHF | 99,92% | 99,92% |
18/11/2024 | 0,81% | 98,11 % | 98,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 048 CHF | 247 048 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,19 % | 98,99 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 888 CHF | 247 888 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,67 % | 99,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 183 CHF | 248 183 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,99 % | 98,79 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 844 CHF | 246 844 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,04 % | 98,84 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 022 CHF | 248 022 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,83 % | 99,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 156 CHF | 249 156 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,38 % | 99,18 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 997 CHF | 247 997 CHF | 99,94% | 99,94% |
07/11/2024 | 0,81% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 631 CHF | 248 631 CHF | 99,97% | 99,97% |