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% | 92,30 % | 92,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 192 CHF | 464 442 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 745 CHF | 467 998 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 596 CHF | 476 998 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 113 CHF | 474 403 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 201 CHF | 466 451 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,80 % | 92,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 998 CHF | 459 248 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 205 CHF | 458 455 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 226 CHF | 468 476 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 92,35 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 967 CHF | 471 230 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 654 CHF | 489 154 CHF | 98,80% | 98,80% |