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% | 84,90 % | 85,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 493 CHF | 431 734 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 85,05 % | 85,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 482 CHF | 430 713 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 86,70 % | 87,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 907 CHF | 431 157 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 86,05 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 488 CHF | 435 738 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 87,35 % | 87,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 116 CHF | 437 366 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 84,10 % | 84,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 875 CHF | 424 951 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 84,35 % | 84,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 409 CHF | 428 640 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 86,55 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 185 CHF | 436 435 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 86,60 % | 87,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 382 CHF | 438 632 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 88,30 % | 88,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 856 CHF | 446 106 CHF | 98,80% | 98,80% |