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 | 0,30% | 99,40 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 016 CHF | 500 516 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 98,60 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 579 CHF | 496 079 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 99,20 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 363 CHF | 498 863 CHF | 100,00% | 100,00% |
15/11/2024 | 0,30% | 99,70 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 295 CHF | 498 795 CHF | 100,00% | 100,00% |
14/11/2024 | 0,30% | 99,50 % | 99,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 014 CHF | 498 514 CHF | 99,10% | 99,10% |
13/11/2024 | 0,30% | 98,40 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 494 CHF | 492 994 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 98,20 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 526 CHF | 496 026 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 827 CHF | 496 327 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 081 CHF | 495 581 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 839 CHF | 497 339 CHF | 99,23% | 99,23% |