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% | 97,86 % | 98,66 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 868 CHF | 246 868 CHF | 100,00% | 100,00% |
19/11/2024 | 0,82% | 97,66 % | 98,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 028 CHF | 246 028 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,47 % | 98,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 400 CHF | 245 400 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,22 % | 98,02 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 375 CHF | 245 375 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,78 % | 98,58 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 310 CHF | 246 310 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,63 % | 98,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 444 CHF | 246 444 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,12 % | 98,92 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 983 CHF | 247 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,69 % | 99,49 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 842 CHF | 248 842 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,45 % | 99,25 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 160 CHF | 248 160 CHF | 99,88% | 99,88% |
07/11/2024 | 0,81% | 98,46 % | 99,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 334 CHF | 248 334 CHF | 100,00% | 100,00% |