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 | 0,49% | 90,95 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 566 CHF | 459 816 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 778 CHF | 456 028 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 167 CHF | 456 417 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 90,85 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 896 CHF | 459 146 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 92,35 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 518 CHF | 460 768 CHF | 99,13% | 99,13% |
13/11/2024 | 0,50% | 90,55 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 311 CHF | 454 561 CHF | 99,17% | 99,17% |
12/11/2024 | 0,49% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 430 CHF | 458 680 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 576 CHF | 465 826 CHF | 99,17% | 99,17% |
08/11/2024 | 0,49% | 92,25 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 548 CHF | 464 798 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 93,45 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 837 CHF | 472 087 CHF | 99,06% | 99,06% |