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% | 88,55 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 403 CHF | 448 653 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 88,65 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 655 CHF | 447 905 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 89,90 % | 90,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 123 CHF | 448 373 CHF | 99,37% | 99,37% |
15/11/2024 | 0,50% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 829 CHF | 452 079 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 90,45 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 869 CHF | 453 119 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 88,00 % | 88,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 843 CHF | 444 093 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 88,15 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 431 CHF | 446 681 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 89,80 % | 90,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 891 CHF | 452 141 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 89,80 % | 90,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 528 CHF | 453 778 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 328 CHF | 459 578 CHF | 98,79% | 98,79% |