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% | 93,60 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 501 CHF | 472 001 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,10 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 242 CHF | 471 742 CHF | 89,39% | 89,39% |
18/11/2024 | 0,53% | 94,16 % | 94,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 616 CHF | 472 116 CHF | 99,67% | 99,67% |
15/11/2024 | 0,53% | 93,54 % | 94,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 982 CHF | 470 482 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,45 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 913 CHF | 470 413 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 92,27 % | 92,77 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 396 CHF | 461 896 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 91,71 % | 92,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 271 CHF | 464 771 CHF | 98,72% | 98,72% |
11/11/2024 | 0,53% | 92,94 % | 93,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 243 CHF | 469 743 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,32 % | 93,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 267 CHF | 470 767 CHF | 99,85% | 99,85% |
07/11/2024 | 0,53% | 93,80 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 950 CHF | 473 450 CHF | 100,00% | 100,00% |