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% | 98,51 % | 99,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 356 CHF | 248 356 CHF | 99,92% | 99,92% |
19/11/2024 | 0,81% | 98,02 % | 98,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 930 CHF | 246 930 CHF | 99,80% | 99,80% |
18/11/2024 | 0,81% | 98,80 % | 99,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 269 CHF | 249 269 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,24 % | 100,04 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 978 CHF | 250 978 CHF | 99,99% | 99,99% |
14/11/2024 | 0,80% | 100,02 % | 100,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 786 CHF | 251 786 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,31 % | 100,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 205 CHF | 251 205 CHF | 99,94% | 99,94% |
12/11/2024 | 0,80% | 100,03 % | 100,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 011 CHF | 253 032 CHF | 99,95% | 99,95% |
11/11/2024 | 0,80% | 100,26 % | 101,07 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 685 CHF | 252 705 CHF | 99,93% | 99,93% |
08/11/2024 | 0,80% | 99,82 % | 100,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 540 CHF | 251 540 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,93 % | 100,73 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 068 CHF | 252 068 CHF | 99,98% | 99,98% |