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 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 692 CHF | 486 192 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 875 CHF | 486 375 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 902 CHF | 488 402 CHF | 99,22% | 99,22% |
15/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 057 CHF | 489 557 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 700 CHF | 489 200 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 432 CHF | 487 932 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 592 CHF | 489 092 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 042 CHF | 491 542 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 469 CHF | 490 969 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 793 CHF | 493 293 CHF | 99,08% | 99,08% |