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% | 97,77 % | 98,57 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 694 CHF | 246 694 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 97,84 % | 98,64 % | 250 000 | 250 000 | 250 000 | 250 000 | 244 628 CHF | 246 628 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,13 % | 98,93 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 174 CHF | 247 174 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,16 % | 98,96 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 747 CHF | 247 747 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,52 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 994 CHF | 247 994 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 312 CHF | 247 312 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,14 % | 98,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 799 CHF | 247 799 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,70 % | 99,50 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 577 CHF | 248 577 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,41 % | 99,21 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 242 CHF | 248 242 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,71 % | 99,51 % | 250 000 | 250 000 | 250 000 | 250 000 | 246 856 CHF | 248 856 CHF | 100,00% | 100,00% |