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 | 0,51% | 88,25 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 124 CHF | 445 374 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 88,40 % | 88,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 791 CHF | 446 041 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 964 CHF | 455 214 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 89,80 % | 90,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 293 CHF | 454 543 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 91,35 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 512 CHF | 456 762 CHF | 99,37% | 99,37% |
13/11/2024 | 0,50% | 90,05 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 217 CHF | 452 467 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 90,30 % | 90,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 629 CHF | 455 879 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 176 CHF | 463 426 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 613 CHF | 462 863 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 675 CHF | 465 925 CHF | 98,56% | 98,56% |