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 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 881 CHF | 484 881 CHF | 97,94% | 97,94% |
19/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 748 CHF | 482 748 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 487 CHF | 485 487 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 686 CHF | 487 686 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 464 CHF | 488 464 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 337 CHF | 490 337 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 628 CHF | 492 628 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 572 CHF | 496 572 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 735 CHF | 495 735 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 086 CHF | 498 086 CHF | 99,23% | 99,23% |