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% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 868 CHF | 487 368 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 108 CHF | 486 608 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 556 CHF | 490 056 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 555 CHF | 489 055 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 412 CHF | 490 912 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 155 CHF | 490 655 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 540 CHF | 491 040 CHF | 98,68% | 98,68% |
11/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 592 CHF | 492 092 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 740 CHF | 492 240 CHF | 99,78% | 99,78% |
07/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 329 CHF | 492 829 CHF | 99,90% | 99,90% |