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 | 1,03% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 490 CHF | 487 490 CHF | 97,95% | 97,95% |
19/11/2024 | 1,03% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 660 CHF | 485 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 114 CHF | 489 114 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 130 CHF | 491 130 CHF | 100,00% | 100,00% |
14/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 521 CHF | 493 521 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 363 CHF | 490 363 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 468 CHF | 490 468 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 998 CHF | 496 998 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 343 CHF | 493 343 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 99,20 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 876 CHF | 499 876 CHF | 99,24% | 99,24% |