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 | 0,50% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 449 CHF | 454 699 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 882 CHF | 458 132 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 606 CHF | 467 856 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 93,00 % | 93,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 040 CHF | 465 290 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 602 CHF | 456 852 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 89,85 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 784 CHF | 449 034 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 88,45 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 866 CHF | 448 116 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 91,50 % | 91,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 704 CHF | 458 954 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 90,30 % | 90,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 688 CHF | 461 938 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 494 CHF | 479 975 CHF | 98,80% | 98,80% |