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 | 0,80% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 801 CHF | 249 801 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,84 % | 99,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 148 CHF | 249 148 CHF | 99,99% | 99,99% |
18/11/2024 | 0,81% | 98,97 % | 99,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 311 CHF | 249 311 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,00 % | 99,80 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 791 CHF | 249 791 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,35 % | 100,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 137 CHF | 250 137 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 99,20 % | 100,00 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 062 CHF | 250 062 CHF | 99,99% | 99,99% |
12/11/2024 | 0,80% | 99,31 % | 100,11 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 847 CHF | 250 847 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,68 % | 100,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 344 CHF | 251 344 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,50 % | 100,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 853 CHF | 250 853 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,67 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 089 CHF | 251 089 CHF | 100,00% | 100,00% |