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 | 0,49% | 91,05 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 839 CHF | 456 089 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 735 CHF | 452 985 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 90,65 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 722 CHF | 454 972 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 693 CHF | 461 943 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 92,10 % | 92,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 502 CHF | 461 752 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 784 CHF | 468 034 CHF | 65,05% | 65,05% |
12/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 240 CHF | 472 490 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 039 CHF | 477 478 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 372 CHF | 479 872 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 759 CHF | 487 259 CHF | 98,56% | 98,56% |