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% | 94,65 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 955 CHF | 477 455 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 023 CHF | 476 523 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 501 CHF | 481 001 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 148 CHF | 481 648 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 609 CHF | 482 109 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 531 CHF | 480 031 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 350 CHF | 482 850 CHF | 99,92% | 99,92% |
11/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 312 CHF | 484 812 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 518 CHF | 487 018 CHF | 99,16% | 99,16% |
07/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 390 CHF | 486 890 CHF | 99,90% | 99,90% |