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% | 91,55 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 566 CHF | 464 816 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 993 CHF | 463 243 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 007 CHF | 466 257 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 632 CHF | 470 882 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 823 CHF | 465 073 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 630 CHF | 456 880 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 742 CHF | 461 992 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 335 CHF | 468 585 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 452 CHF | 466 702 CHF | 99,35% | 99,35% |
07/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 739 CHF | 471 989 CHF | 98,77% | 98,77% |