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 | 0,86% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 983 CHF | 465 983 CHF | 97,95% | 97,95% |
19/11/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 739 CHF | 465 739 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 986 CHF | 468 986 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 390 CHF | 472 390 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 189 CHF | 481 189 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 751 CHF | 478 751 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 123 CHF | 480 123 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 606 CHF | 484 606 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 210 CHF | 482 210 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 506 CHF | 485 506 CHF | 99,24% | 99,24% |