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 | 0,67% | 73,87 % | 74,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 020 CHF | 372 520 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 73,64 % | 74,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 006 CHF | 370 506 CHF | 89,37% | 89,37% |
18/11/2024 | 0,67% | 74,56 % | 75,06 % | 500 000 | 500 000 | 500 000 | 500 000 | 372 032 CHF | 374 532 CHF | 99,67% | 99,67% |
15/11/2024 | 0,67% | 74,26 % | 74,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 565 CHF | 377 065 CHF | 100,00% | 100,00% |
14/11/2024 | 0,66% | 75,34 % | 75,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 101 CHF | 377 601 CHF | 100,00% | 100,00% |
13/11/2024 | 0,66% | 74,83 % | 75,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 750 CHF | 377 250 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 75,14 % | 75,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 112 CHF | 379 612 CHF | 98,72% | 98,72% |
11/11/2024 | 0,65% | 76,20 % | 76,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 637 CHF | 385 137 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 76,21 % | 76,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 382 386 CHF | 384 886 CHF | 99,84% | 99,84% |
07/11/2024 | 0,65% | 76,85 % | 77,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 646 CHF | 388 146 CHF | 100,00% | 100,00% |