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 | 0,53% | 84,90 % | 85,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 187 CHF | 429 436 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 644 CHF | 431 894 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 732 CHF | 431 982 CHF | 99,20% | 99,20% |
15/11/2024 | 0,53% | 85,35 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 975 CHF | 429 225 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 86,75 % | 87,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 670 CHF | 428 839 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 83,55 % | 83,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 418 CHF | 416 418 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 82,70 % | 83,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 685 CHF | 419 685 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 84,40 % | 84,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 377 CHF | 427 580 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 85,00 % | 85,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 020 CHF | 430 270 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 86,20 % | 86,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 388 CHF | 436 638 CHF | 98,43% | 98,43% |