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 | 0,50% | 69,15 % | 69,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 161 CHF | 347 911 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 68,65 % | 69,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 341 993 CHF | 343 743 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 68,95 % | 69,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 841 CHF | 344 591 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 68,50 % | 68,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 346 448 CHF | 348 198 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 70,15 % | 70,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 350 914 CHF | 352 664 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 70,35 % | 70,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 353 654 CHF | 355 404 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 70,95 % | 71,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 355 467 CHF | 357 217 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 72,10 % | 72,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 971 CHF | 362 721 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 71,70 % | 72,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 360 467 CHF | 362 217 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 72,60 % | 72,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 365 401 CHF | 367 151 CHF | 98,80% | 98,80% |