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 | 0,85% | 93,47 % | 94,27 % | 250 000 | 250 000 | 250 000 | 250 000 | 232 926 CHF | 234 926 CHF | 99,99% | 99,99% |
19/11/2024 | 0,86% | 92,18 % | 92,98 % | 250 000 | 250 000 | 250 000 | 250 000 | 231 192 CHF | 233 192 CHF | 99,73% | 99,73% |
18/11/2024 | 0,85% | 93,21 % | 94,01 % | 250 000 | 250 000 | 250 000 | 250 000 | 235 056 CHF | 237 056 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,52 % | 97,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 241 506 CHF | 243 506 CHF | 99,99% | 99,99% |
14/11/2024 | 0,85% | 94,32 % | 95,12 % | 250 000 | 250 000 | 250 000 | 250 000 | 234 514 CHF | 236 514 CHF | 99,98% | 99,98% |
13/11/2024 | 0,84% | 93,97 % | 94,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 236 930 CHF | 238 930 CHF | 99,95% | 99,95% |
12/11/2024 | 0,84% | 93,03 % | 93,83 % | 250 000 | 250 000 | 250 000 | 250 000 | 237 361 CHF | 239 361 CHF | 97,74% | 97,74% |
11/11/2024 | 0,83% | 94,73 % | 95,53 % | 250 000 | 250 000 | 250 000 | 250 000 | 239 490 CHF | 241 490 CHF | 100,00% | 100,00% |