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% | 89,30 % | 89,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 945 CHF | 444 195 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 88,10 % | 88,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 622 CHF | 444 872 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 626 CHF | 447 876 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 90,70 % | 91,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 108 CHF | 462 358 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 680 CHF | 472 930 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 804 CHF | 475 070 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 716 CHF | 484 216 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 269 CHF | 488 769 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 139 CHF | 485 639 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 646 CHF | 485 146 CHF | 99,08% | 99,08% |