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 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 787 CHF | 448 037 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 89,10 % | 89,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 761 CHF | 450 011 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 643 CHF | 454 893 CHF | 99,22% | 99,22% |
15/11/2024 | 0,49% | 91,95 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 434 CHF | 458 684 CHF | 99,17% | 99,17% |
14/11/2024 | 0,50% | 90,65 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 812 CHF | 453 062 CHF | 99,16% | 99,16% |
13/11/2024 | 0,50% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 718 CHF | 452 968 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 89,60 % | 90,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 045 CHF | 455 295 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 442 CHF | 463 692 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 370 CHF | 462 620 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 669 CHF | 470 919 CHF | 99,08% | 99,08% |