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% | 90,75 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 699 CHF | 458 949 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,05 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 822 CHF | 458 072 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 91,95 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 882 CHF | 463 132 CHF | 98,95% | 98,95% |
15/11/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 040 CHF | 467 290 CHF | 99,37% | 99,37% |
14/11/2024 | 0,48% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 943 CHF | 475 240 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 912 CHF | 478 386 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 900 CHF | 478 400 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 607 CHF | 482 107 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 535 CHF | 479 035 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 531 CHF | 482 031 CHF | 98,56% | 98,56% |