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 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 593 CHF | 489 093 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 776 CHF | 488 276 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 326 CHF | 488 826 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 295 CHF | 490 795 CHF | 99,35% | 99,35% |
14/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 956 CHF | 492 456 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 073 CHF | 491 573 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 484 CHF | 493 984 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 774 CHF | 495 274 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 98,40 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 242 CHF | 494 742 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 155 CHF | 495 655 CHF | 98,56% | 98,56% |