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% | 76,10 % | 76,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 394 CHF | 383 394 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 77,00 % | 77,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 385 153 CHF | 387 153 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 78,80 % | 79,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 334 CHF | 398 334 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 79,10 % | 79,50 % | 500 000 | 500 000 | 499 988 | 500 000 | 393 329 CHF | 395 339 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 77,80 % | 78,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 476 CHF | 386 476 CHF | 99,38% | 99,38% |
13/11/2024 | 0,53% | 75,85 % | 76,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 377 007 CHF | 379 007 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 74,65 % | 75,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 467 CHF | 378 445 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 77,60 % | 78,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 387 592 CHF | 389 592 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 76,60 % | 77,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 573 CHF | 392 573 CHF | 99,34% | 99,34% |
07/11/2024 | 0,48% | 83,35 % | 83,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 471 CHF | 417 471 CHF | 98,79% | 98,79% |