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 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 843 CHF | 472 093 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 029 CHF | 470 279 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 494 CHF | 473 749 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 122 CHF | 477 615 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 758 CHF | 478 258 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 499 954 | 475 848 CHF | 478 304 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 824 CHF | 484 324 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 731 CHF | 487 231 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 499 934 | 481 524 CHF | 483 960 CHF | 99,38% | 99,38% |
07/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 499 966 | 484 603 CHF | 487 069 CHF | 98,56% | 98,56% |