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 | 0,52% | 85,35 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 098 CHF | 430 348 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 85,75 % | 86,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 375 CHF | 432 625 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 87,05 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 773 CHF | 438 023 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 88,50 % | 88,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 821 CHF | 444 071 CHF | 99,35% | 99,35% |
14/11/2024 | 0,51% | 88,25 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 324 CHF | 440 574 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 86,85 % | 87,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 091 CHF | 438 341 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 87,55 % | 88,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 059 CHF | 444 309 CHF | 98,86% | 98,86% |
11/11/2024 | 0,50% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 688 CHF | 452 938 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 89,65 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 140 CHF | 450 390 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 90,45 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 248 CHF | 456 498 CHF | 98,57% | 98,57% |