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 | 0,60% | 98,72 % | 99,32 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 587 CHF | 249 087 CHF | 100,00% | 100,00% |
19/11/2024 | 0,60% | 98,76 % | 99,36 % | 250 000 | 250 000 | 250 000 | 250 000 | 248 093 CHF | 249 593 CHF | 89,36% | 89,36% |
18/11/2024 | 0,60% | 99,25 % | 99,85 % | 250 000 | 250 000 | 250 000 | 250 000 | 247 679 CHF | 249 179 CHF | 99,67% | 99,67% |
15/11/2024 | 0,60% | 99,11 % | 99,71 % | 250 000 | 250 000 | 250 000 | 250 000 | 249 152 CHF | 250 652 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 99,87 % | 100,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 250 072 CHF | 251 572 CHF | 100,00% | 100,00% |