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% | 85,90 % | 86,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 118 CHF | 434 368 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 87,00 % | 87,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 703 CHF | 436 953 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 87,50 % | 87,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 356 CHF | 438 606 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 87,70 % | 88,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 573 CHF | 441 823 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 88,50 % | 88,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 158 CHF | 445 408 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 88,80 % | 89,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 768 CHF | 440 018 CHF | 65,00% | 65,00% |
12/11/2024 | 0,50% | 88,10 % | 88,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 516 CHF | 448 766 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 90,10 % | 90,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 753 CHF | 449 003 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 88,90 % | 89,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 516 CHF | 448 766 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 90,40 % | 90,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 118 CHF | 455 368 CHF | 98,57% | 98,57% |