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 | 0,52% | 87,00 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 979 CHF | 436 229 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 84,25 % | 84,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 468 CHF | 422 476 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 83,75 % | 84,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 419 592 CHF | 421 609 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 83,45 % | 83,85 % | 500 000 | 500 000 | 500 000 | 499 989 | 427 669 CHF | 429 846 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 87,35 % | 87,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 575 CHF | 441 825 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 90,45 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 691 CHF | 450 941 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 91,60 % | 92,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 628 CHF | 459 878 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 87,15 % | 87,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 519 CHF | 438 769 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 84,35 % | 84,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 140 CHF | 429 298 CHF | 99,36% | 99,36% |
07/11/2024 | 0,51% | 87,45 % | 87,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 693 CHF | 442 943 CHF | 98,79% | 98,79% |