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 | 0,83% | 95,66 % | 96,46 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 331 CHF | 242 331 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 96,11 % | 96,91 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 886 CHF | 241 886 CHF | 99,94% | 99,94% |
18/11/2024 | 0,83% | 95,90 % | 96,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 104 CHF | 242 104 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 95,84 % | 96,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 514 CHF | 244 514 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,48 % | 98,28 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 179 CHF | 246 179 CHF | 99,98% | 99,98% |
13/11/2024 | 0,82% | 97,83 % | 98,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 243 899 CHF | 245 899 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,41 % | 98,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 615 CHF | 244 615 CHF | 99,98% | 99,98% |
11/11/2024 | 0,83% | 96,73 % | 97,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 301 CHF | 243 301 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,53 % | 97,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 048 CHF | 244 048 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,49 % | 97,29 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 926 CHF | 243 926 CHF | 100,00% | 100,00% |