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 | 0,47% | 63,20 % | 63,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 317 501 CHF | 319 001 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 63,15 % | 63,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 313 615 CHF | 315 115 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 64,90 % | 65,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 321 366 CHF | 322 878 CHF | 99,21% | 99,21% |
15/11/2024 | 0,53% | 65,65 % | 66,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 258 CHF | 333 008 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 67,05 % | 67,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 331 071 CHF | 332 813 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 73,60 % | 73,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 742 CHF | 373 537 CHF | 99,17% | 99,17% |
12/11/2024 | 0,53% | 74,80 % | 75,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 330 CHF | 380 328 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 77,60 % | 78,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 389 767 CHF | 391 767 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 77,75 % | 78,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 388 262 CHF | 390 262 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 82,25 % | 82,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 167 CHF | 415 167 CHF | 99,08% | 99,08% |