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 | 0,80% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 715 CHF | 500 715 CHF | 97,95% | 97,95% |
19/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 874 CHF | 498 874 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 367 CHF | 498 367 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 965 CHF | 496 965 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 117 CHF | 495 117 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 815 CHF | 480 815 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 061 CHF | 480 061 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 137 CHF | 484 137 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 751 CHF | 487 751 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 726 CHF | 488 726 CHF | 99,23% | 99,23% |