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 | 485 033 CHF | 487 533 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 518 CHF | 485 018 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 048 CHF | 485 548 CHF | 99,21% | 99,21% |
15/11/2024 | 0,51% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 391 CHF | 486 891 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 334 CHF | 487 834 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 741 CHF | 484 241 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 268 CHF | 486 768 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 033 CHF | 490 533 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 988 CHF | 490 488 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 608 CHF | 494 108 CHF | 98,43% | 98,43% |