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% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 566 CHF | 463 816 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 115 CHF | 462 365 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 91,55 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 751 CHF | 467 001 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 965 CHF | 475 287 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 688 CHF | 480 188 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 158 CHF | 478 658 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 656 CHF | 478 114 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 940 CHF | 479 440 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 015 CHF | 479 515 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 801 CHF | 480 301 CHF | 98,57% | 98,57% |