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 | 0,51% | 87,00 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 889 CHF | 442 139 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 87,35 % | 87,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 957 CHF | 439 207 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 88,70 % | 89,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 945 CHF | 445 195 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 89,40 % | 89,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 358 CHF | 451 608 CHF | 99,36% | 99,36% |
14/11/2024 | 0,50% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 535 CHF | 452 785 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 90,00 % | 90,45 % | 500 000 | 500 000 | 500 000 | 499 919 | 450 368 CHF | 452 544 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 90,85 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 042 CHF | 463 292 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 499 996 | 466 469 CHF | 468 715 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 460 CHF | 462 710 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 128 CHF | 468 378 CHF | 98,57% | 98,57% |