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 | 0,82% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 900 CHF | 487 900 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 842 CHF | 486 842 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 845 CHF | 485 845 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 970 CHF | 488 970 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 711 CHF | 490 711 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 280 CHF | 494 280 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 781 CHF | 498 781 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 092 CHF | 502 092 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 615 CHF | 500 615 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 104 CHF | 502 104 CHF | 99,24% | 99,24% |