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 | 0,52% | 85,70 % | 86,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 582 CHF | 433 832 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 85,95 % | 86,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 230 CHF | 432 480 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 85,60 % | 86,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 244 CHF | 439 494 CHF | 98,87% | 98,87% |
15/11/2024 | 0,50% | 88,75 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 595 CHF | 451 845 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 91,35 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 661 CHF | 459 911 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 90,95 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 349 CHF | 457 599 CHF | 65,05% | 65,05% |
12/11/2024 | 0,49% | 90,75 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 461 CHF | 456 711 CHF | 99,14% | 99,14% |
11/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 648 CHF | 458 898 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 011 CHF | 459 261 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 188 CHF | 460 438 CHF | 98,56% | 98,56% |