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 | 0,49% | 91,55 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 179 CHF | 461 429 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 081 CHF | 460 331 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 92,20 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 161 CHF | 462 411 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 714 CHF | 465 964 CHF | 98,95% | 98,95% |
14/11/2024 | 0,49% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 675 CHF | 462 925 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 720 CHF | 462 970 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 92,20 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 567 CHF | 463 817 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 92,85 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 570 CHF | 466 820 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 375 CHF | 465 625 CHF | 99,36% | 99,36% |
07/11/2024 | 0,48% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 252 CHF | 465 502 CHF | 98,80% | 98,80% |