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 | 0,48% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 700 CHF | 471 950 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 528 CHF | 467 778 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 097 CHF | 468 347 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 876 CHF | 468 126 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 845 CHF | 465 095 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,60 % | 92,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 899 CHF | 461 149 CHF | 65,05% | 65,05% |
12/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 557 CHF | 470 807 CHF | 99,14% | 99,14% |
11/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 860 CHF | 477 354 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 632 CHF | 475 982 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 948 CHF | 479 438 CHF | 98,56% | 98,56% |