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 | 0,50% | 69,40 % | 69,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 347 740 CHF | 349 490 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 70,25 % | 70,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 351 330 CHF | 353 080 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 71,85 % | 72,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 992 CHF | 362 742 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 72,05 % | 72,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 358 350 CHF | 360 100 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 70,90 % | 71,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 509 CHF | 352 259 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 69,20 % | 69,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 343 944 CHF | 345 694 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 68,10 % | 68,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 343 501 CHF | 345 251 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 70,75 % | 71,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 408 CHF | 355 158 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 69,85 % | 70,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 356 141 CHF | 357 891 CHF | 99,36% | 99,36% |
07/11/2024 | 0,52% | 75,90 % | 76,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 336 CHF | 380 309 CHF | 98,80% | 98,80% |