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 | 0,84% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 479 CHF | 479 479 CHF | 99,37% | 99,37% |
19/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 231 CHF | 477 231 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 386 CHF | 477 386 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 270 CHF | 486 270 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 817 CHF | 491 817 CHF | 99,10% | 99,10% |
13/11/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 132 CHF | 488 132 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 338 CHF | 492 338 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 555 CHF | 494 555 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 505 CHF | 490 505 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 163 CHF | 491 163 CHF | 99,23% | 99,23% |