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 | 0,51% | 86,65 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 799 CHF | 439 049 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 86,95 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 403 CHF | 434 653 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 86,80 % | 87,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 618 CHF | 434 868 CHF | 99,21% | 99,21% |
15/11/2024 | 0,51% | 86,70 % | 87,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 357 CHF | 438 607 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 88,45 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 198 CHF | 440 448 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 86,25 % | 86,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 734 CHF | 432 984 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 86,65 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 845 CHF | 438 095 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 88,85 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 958 CHF | 447 208 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 88,40 % | 88,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 414 CHF | 445 664 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 89,85 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 977 CHF | 454 227 CHF | 98,43% | 98,43% |