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 | 457 946 CHF | 460 196 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 536 CHF | 453 786 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 90,40 % | 90,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 820 CHF | 454 070 CHF | 99,21% | 99,21% |
15/11/2024 | 0,48% | 90,45 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 863 CHF | 468 113 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 882 CHF | 484 382 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 771 CHF | 482 271 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 975 CHF | 485 475 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 570 CHF | 484 070 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 900 CHF | 479 400 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 692 CHF | 477 086 CHF | 98,43% | 98,43% |