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 | 1,00% | 76,18 % | 76,95 % | 250 000 | 250 000 | 250 000 | 250 000 | 191 536 CHF | 193 461 CHF | 99,80% | 99,80% |
19/11/2024 | 1,00% | 77,61 % | 78,39 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 261 CHF | 198 230 CHF | 99,86% | 99,86% |
18/11/2024 | 1,00% | 77,90 % | 78,68 % | 250 000 | 250 000 | 250 000 | 250 000 | 192 592 CHF | 194 524 CHF | 99,97% | 99,97% |
15/11/2024 | 1,00% | 76,31 % | 77,08 % | 250 000 | 250 000 | 250 000 | 250 000 | 196 357 CHF | 198 328 CHF | 99,97% | 99,97% |
14/11/2024 | 0,97% | 81,98 % | 82,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 205 650 CHF | 207 650 CHF | 99,92% | 99,92% |
13/11/2024 | 0,95% | 82,68 % | 83,48 % | 250 000 | 250 000 | 250 000 | 250 000 | 209 851 CHF | 211 851 CHF | 99,86% | 99,86% |
12/11/2024 | 0,94% | 83,52 % | 84,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 211 477 CHF | 213 477 CHF | 99,98% | 99,98% |
11/11/2024 | 0,91% | 85,53 % | 86,33 % | 250 000 | 250 000 | 250 000 | 250 000 | 219 277 CHF | 221 277 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 89,41 % | 90,21 % | 250 000 | 245 000 | 250 000 | 249 612 | 228 632 CHF | 230 281 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 92,90 % | 93,70 % | 250 000 | 250 000 | 250 000 | 250 000 | 233 567 CHF | 235 567 CHF | 99,88% | 99,88% |