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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,51% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 413 CHF | 444 663 CHF | 99,17% | 99,17% |
20/11/2024 | 0,50% | 89,95 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 796 CHF | 454 046 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 882 CHF | 453 132 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 91,40 % | 91,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 503 CHF | 459 753 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 91,45 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 861 CHF | 461 111 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 397 CHF | 456 647 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 499 988 | 458 635 CHF | 460 874 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 530 CHF | 470 780 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 152 CHF | 482 652 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 938 CHF | 480 438 CHF | 99,17% | 99,17% |