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% | 86,80 % | 87,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 877 CHF | 438 127 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 86,95 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 609 CHF | 438 859 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 89,40 % | 89,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 079 CHF | 448 329 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 88,40 % | 88,85 % | 500 000 | 500 000 | 500 000 | 499 966 | 445 426 CHF | 447 646 CHF | 99,34% | 99,34% |
14/11/2024 | 0,50% | 90,00 % | 90,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 653 CHF | 449 903 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 88,60 % | 89,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 097 CHF | 445 347 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 88,90 % | 89,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 643 CHF | 448 893 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 90,50 % | 90,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 577 CHF | 456 827 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 90,55 % | 91,00 % | 500 000 | 500 000 | 500 000 | 499 939 | 454 005 CHF | 456 199 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 91,20 % | 91,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 324 CHF | 459 574 CHF | 98,56% | 98,56% |