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 | 0,59% | 84,77 % | 85,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 539 CHF | 428 039 CHF | 100,00% | 100,00% |
19/11/2024 | 0,58% | 84,93 % | 85,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 254 CHF | 429 754 CHF | 89,37% | 89,37% |
18/11/2024 | 0,58% | 85,42 % | 85,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 458 CHF | 430 958 CHF | 99,67% | 99,67% |
15/11/2024 | 0,58% | 85,59 % | 86,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 533 CHF | 433 033 CHF | 100,00% | 100,00% |
14/11/2024 | 0,58% | 86,44 % | 86,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 823 CHF | 432 323 CHF | 100,00% | 100,00% |
13/11/2024 | 0,59% | 84,65 % | 85,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 380 CHF | 424 880 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 84,26 % | 84,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 566 CHF | 430 066 CHF | 98,73% | 98,73% |
11/11/2024 | 0,57% | 86,74 % | 87,24 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 742 CHF | 442 242 CHF | 100,00% | 100,00% |
08/11/2024 | 0,57% | 87,79 % | 88,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 956 CHF | 439 456 CHF | 99,83% | 99,83% |
07/11/2024 | 0,58% | 87,63 % | 88,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 356 CHF | 435 856 CHF | 100,00% | 100,00% |