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 | 0,53% | 94,48 % | 94,98 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 548 CHF | 477 048 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,57 % | 96,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 157 CHF | 478 657 CHF | 89,36% | 89,36% |
18/11/2024 | 0,52% | 95,59 % | 96,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 593 CHF | 479 093 CHF | 99,67% | 99,67% |
15/11/2024 | 0,53% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 480 CHF | 476 980 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 96,03 % | 96,53 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 263 CHF | 476 763 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 93,37 % | 93,87 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 445 CHF | 466 945 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 92,70 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 998 CHF | 469 498 CHF | 98,72% | 98,72% |
11/11/2024 | 0,53% | 94,09 % | 94,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 256 CHF | 475 756 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 94,61 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 260 CHF | 477 760 CHF | 99,83% | 99,83% |
07/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 273 CHF | 482 773 CHF | 100,00% | 100,00% |