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% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 071 CHF | 462 321 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 110 CHF | 465 360 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 560 CHF | 473 830 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 126 CHF | 471 376 CHF | 99,38% | 99,38% |
14/11/2024 | 0,49% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 718 CHF | 463 968 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,35 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 624 CHF | 456 874 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 90,10 % | 90,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 741 CHF | 455 991 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 121 CHF | 465 371 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 721 CHF | 467 971 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 548 CHF | 484 048 CHF | 98,80% | 98,80% |