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 | 1,00% | 75,77 % | 76,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 438 CHF | 193 359 CHF | 99,99% | 99,99% |
19/11/2024 | 1,00% | 75,53 % | 76,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 189 025 CHF | 190 923 CHF | 99,83% | 99,83% |
18/11/2024 | 1,00% | 76,64 % | 77,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 883 CHF | 192 805 CHF | 100,00% | 100,00% |
15/11/2024 | 1,00% | 75,77 % | 76,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 173 CHF | 193 093 CHF | 99,97% | 99,97% |
14/11/2024 | 1,00% | 76,00 % | 76,76 % | 250 000 | 250 000 | 250 000 | 250 000 | 188 481 CHF | 190 377 CHF | 99,97% | 99,97% |
13/11/2024 | 1,00% | 74,89 % | 75,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 187 440 CHF | 189 323 CHF | 100,00% | 100,00% |
12/11/2024 | 1,00% | 74,45 % | 75,20 % | 250 000 | 250 000 | 250 000 | 250 000 | 190 130 CHF | 192 041 CHF | 99,95% | 99,95% |
11/11/2024 | 1,00% | 78,35 % | 79,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 772 CHF | 194 703 CHF | 99,94% | 99,94% |
08/11/2024 | 1,00% | 76,60 % | 77,37 % | 250 000 | 250 000 | 250 000 | 250 000 | 194 787 CHF | 196 746 CHF | 99,98% | 99,98% |
07/11/2024 | 1,00% | 79,86 % | 80,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 195 672 CHF | 197 633 CHF | 99,92% | 99,92% |