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 | 0,48% | 92,95 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 977 CHF | 466 227 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 92,40 % | 92,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 643 CHF | 462 893 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 92,45 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 860 CHF | 464 110 CHF | 98,95% | 98,95% |
15/11/2024 | 0,48% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 334 CHF | 465 584 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 852 CHF | 468 102 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 920 CHF | 470 170 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 161 CHF | 474 411 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 020 CHF | 473 270 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 371 CHF | 472 621 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 973 CHF | 469 223 CHF | 98,56% | 98,56% |