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 | 0,50% | 89,75 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 965 CHF | 452 215 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 89,60 % | 90,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 260 CHF | 451 510 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 90,45 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 508 CHF | 453 758 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 91,05 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 757 CHF | 457 007 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 90,85 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 093 CHF | 454 343 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 90,20 % | 90,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 402 CHF | 454 652 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 127 CHF | 455 377 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 997 CHF | 457 247 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 693 CHF | 455 943 CHF | 99,36% | 99,36% |
07/11/2024 | 0,49% | 90,90 % | 91,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 899 CHF | 456 149 CHF | 98,80% | 98,80% |