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 | 0,50% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 573 CHF | 450 823 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 89,25 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 529 CHF | 448 779 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 90,30 % | 90,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 917 CHF | 453 167 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 012 CHF | 458 262 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 91,80 % | 92,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 995 CHF | 459 245 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 91,40 % | 91,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 050 CHF | 459 300 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 488 CHF | 467 738 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 958 CHF | 472 208 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 030 CHF | 467 280 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 786 CHF | 472 036 CHF | 98,56% | 98,56% |