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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,58% | 86,89 % | 87,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 741 CHF | 217 991 CHF | 100,00% | 100,00% |
20/11/2024 | 0,58% | 85,14 % | 85,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 215 601 CHF | 216 851 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 85,78 % | 86,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 213 670 CHF | 214 920 CHF | 77,02% | 77,02% |
18/11/2024 | 0,58% | 85,93 % | 86,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 216 495 CHF | 217 745 CHF | 64,07% | 64,07% |
15/11/2024 | 0,56% | 88,06 % | 88,56 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 372 CHF | 225 622 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 91,67 % | 92,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 226 879 CHF | 228 129 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 89,41 % | 89,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 224 845 CHF | 226 095 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 90,89 % | 91,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 228 837 CHF | 230 087 CHF | 98,75% | 98,75% |
11/11/2024 | 0,53% | 92,81 % | 93,31 % | 250 000 | 250 000 | 250 000 | 249 992 | 233 276 CHF | 234 519 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 92,79 % | 93,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 180 CHF | 235 430 CHF | 99,84% | 99,84% |