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 | 0,31% | 98,20 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 316 CHF | 494 865 CHF | 99,37% | 99,37% |
19/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 291 CHF | 491 791 CHF | 100,00% | 100,00% |
18/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 269 CHF | 493 769 CHF | 100,00% | 100,00% |
15/11/2024 | 0,31% | 98,90 % | 99,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 445 CHF | 496 993 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 99,50 % | 99,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 162 CHF | 498 712 CHF | 99,10% | 99,10% |
13/11/2024 | 0,50% | 98,90 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 937 CHF | 496 437 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 982 CHF | 498 482 CHF | 100,00% | 100,00% |
11/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 348 CHF | 500 848 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,10 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 799 CHF | 498 299 CHF | 100,00% | 100,00% |
07/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 659 CHF | 499 159 CHF | 99,23% | 99,23% |