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% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 183 CHF | 480 683 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 108 CHF | 479 608 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 876 CHF | 477 376 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 94,65 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 773 CHF | 480 273 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 440 CHF | 485 940 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 868 CHF | 490 368 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 429 CHF | 494 929 CHF | 99,43% | 99,43% |
11/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 882 CHF | 498 382 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 063 CHF | 502 563 CHF | 98,01% | 98,01% |
07/11/2024 | 0,50% | 99,75 % | 100,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 815 CHF | 499 315 CHF | 99,91% | 99,91% |