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% | 89,25 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 726 CHF | 452 976 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 89,35 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 723 CHF | 451 973 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 90,85 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 193 CHF | 452 443 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 90,30 % | 90,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 329 CHF | 456 579 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 91,45 % | 91,90 % | 500 000 | 500 000 | 499 961 | 500 000 | 455 552 CHF | 457 838 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 88,50 % | 88,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 671 CHF | 446 921 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 88,70 % | 89,15 % | 500 000 | 500 000 | 500 000 | 499 989 | 447 755 CHF | 449 996 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 90,65 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 712 CHF | 456 962 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 90,70 % | 91,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 554 CHF | 458 804 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 92,20 % | 92,65 % | 500 000 | 500 000 | 500 000 | 499 971 | 462 826 CHF | 465 049 CHF | 98,80% | 98,80% |