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 | 0,51% | 96,77 % | 97,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 731 CHF | 488 231 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,54 % | 98,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 559 CHF | 491 059 CHF | 89,36% | 89,36% |
18/11/2024 | 0,51% | 98,24 % | 98,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 912 CHF | 494 412 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 879 CHF | 494 379 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,91 % | 98,41 % | 500 000 | 500 000 | 500 000 | 499 922 | 489 849 CHF | 492 272 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 98,01 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 826 CHF | 493 326 CHF | 23,85% | 23,85% |
12/11/2024 | 0,52% | 95,18 % | 95,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 489 CHF | 480 989 CHF | 98,72% | 98,72% |
11/11/2024 | 0,52% | 96,01 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 312 CHF | 483 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 95,08 % | 95,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 727 CHF | 478 227 CHF | 99,83% | 99,83% |
07/11/2024 | 0,53% | 95,19 % | 95,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 900 CHF | 477 400 CHF | 99,00% | 99,00% |