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% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 102 CHF | 490 602 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 192 CHF | 491 692 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 653 CHF | 491 153 CHF | 99,19% | 99,19% |
15/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 788 CHF | 489 288 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 464 CHF | 489 964 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 574 CHF | 486 074 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 110 CHF | 486 610 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 191 CHF | 494 691 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 652 CHF | 497 152 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 98,80 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 071 CHF | 496 571 CHF | 99,06% | 99,06% |