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% | 96,02 % | 96,82 % | 250 000 | 250 000 | 250 000 | 250 000 | 240 685 CHF | 242 685 CHF | 100,00% | 100,00% |
19/11/2024 | 0,83% | 95,56 % | 96,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 091 CHF | 241 091 CHF | 99,41% | 99,41% |
18/11/2024 | 0,83% | 96,50 % | 97,30 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 267 CHF | 243 267 CHF | 99,98% | 99,98% |
15/11/2024 | 0,82% | 96,83 % | 97,63 % | 250 000 | 250 000 | 250 000 | 250 000 | 242 243 CHF | 244 243 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,82 % | 97,62 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 289 CHF | 243 289 CHF | 99,97% | 99,97% |
13/11/2024 | 0,83% | 96,00 % | 96,80 % | 250 000 | 230 000 | 250 000 | 232 598 | 240 224 CHF | 225 368 CHF | 99,97% | 99,97% |
12/11/2024 | 0,82% | 95,66 % | 96,46 % | 250 000 | 240 000 | 250 000 | 245 824 | 241 600 CHF | 239 546 CHF | 99,91% | 99,91% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 186 CHF | 247 186 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,51 % | 98,31 % | 250 000 | 250 000 | 250 000 | 250 000 | 245 370 CHF | 247 370 CHF | 99,93% | 99,93% |
07/11/2024 | 0,80% | 99,63 % | 100,43 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 686 CHF | 250 686 CHF | 99,99% | 99,99% |