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 | 0,48% | 72,60 % | 72,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 364 276 CHF | 366 026 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 73,00 % | 73,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 420 CHF | 368 170 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 74,15 % | 74,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 338 CHF | 373 131 CHF | 98,94% | 98,94% |
15/11/2024 | 0,53% | 75,50 % | 75,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 852 CHF | 378 848 CHF | 99,35% | 99,35% |
14/11/2024 | 0,51% | 75,25 % | 75,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 373 610 CHF | 375 510 CHF | 99,38% | 99,38% |
13/11/2024 | 0,47% | 74,00 % | 74,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 751 CHF | 373 501 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 74,70 % | 75,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 817 CHF | 378 792 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 76,25 % | 76,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 474 CHF | 385 474 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 76,35 % | 76,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 381 616 CHF | 383 616 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 77,00 % | 77,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 543 CHF | 388 543 CHF | 98,56% | 98,56% |