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% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 696 CHF | 487 196 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 309 CHF | 484 809 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 781 CHF | 487 281 CHF | 98,90% | 98,90% |
15/11/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 020 CHF | 488 520 CHF | 99,34% | 99,34% |
14/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 586 CHF | 489 086 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 785 CHF | 487 285 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 044 CHF | 491 544 CHF | 99,14% | 99,14% |
11/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 066 CHF | 493 566 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 066 CHF | 489 566 CHF | 99,38% | 99,38% |
07/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 192 CHF | 490 692 CHF | 98,56% | 98,56% |