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% | 88,00 % | 88,45 % | 500 000 | 500 000 | 499 872 | 500 000 | 440 273 CHF | 442 635 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 86,70 % | 87,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 444 CHF | 436 694 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 88,30 % | 88,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 797 CHF | 446 047 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 90,40 % | 90,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 050 CHF | 454 300 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 90,95 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 537 CHF | 457 787 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 626 CHF | 450 876 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 89,60 % | 90,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 008 CHF | 454 258 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 989 CHF | 459 239 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 91,25 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 312 CHF | 456 562 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 847 CHF | 462 097 CHF | 98,80% | 98,80% |