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 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 240 CHF | 472 490 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 013 CHF | 474 270 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 556 CHF | 471 842 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 165 CHF | 471 415 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 428 CHF | 473 682 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 564 CHF | 469 836 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 249 CHF | 488 748 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 268 CHF | 493 768 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 715 CHF | 490 215 CHF | 99,38% | 99,38% |
07/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 258 CHF | 491 758 CHF | 98,57% | 98,57% |