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 | 0,70% | 98,82 % | 99,52 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 734 CHF | 249 484 CHF | 100,00% | 100,00% |
19/11/2024 | 0,71% | 98,85 % | 99,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 956 CHF | 248 706 CHF | 89,40% | 89,40% |
18/11/2024 | 0,70% | 99,17 % | 99,87 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 493 CHF | 249 243 CHF | 99,67% | 99,67% |
15/11/2024 | 0,70% | 99,15 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 526 CHF | 250 276 CHF | 100,00% | 100,00% |
14/11/2024 | 0,70% | 99,75 % | 100,45 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 081 CHF | 250 831 CHF | 100,00% | 100,00% |
13/11/2024 | 0,70% | 99,44 % | 100,14 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 689 CHF | 250 439 CHF | 100,00% | 100,00% |
12/11/2024 | 0,70% | 99,49 % | 100,19 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 382 CHF | 251 132 CHF | 98,74% | 98,74% |
11/11/2024 | 0,70% | 99,95 % | 100,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 956 CHF | 251 706 CHF | 100,00% | 100,00% |
08/11/2024 | 0,70% | 99,83 % | 100,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 509 CHF | 251 259 CHF | 99,82% | 99,82% |
07/11/2024 | 0,70% | 99,85 % | 100,55 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 336 CHF | 251 086 CHF | 100,00% | 100,00% |