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% | 86,40 % | 86,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 896 CHF | 437 146 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 86,65 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 756 CHF | 436 006 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 013 CHF | 441 263 CHF | 98,90% | 98,90% |
15/11/2024 | 0,50% | 88,90 % | 89,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 594 CHF | 451 844 CHF | 99,35% | 99,35% |
14/11/2024 | 0,49% | 91,20 % | 91,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 764 CHF | 459 014 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 740 CHF | 456 990 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 90,65 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 891 CHF | 456 141 CHF | 99,15% | 99,15% |
11/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 912 CHF | 458 162 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 248 CHF | 458 498 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 91,45 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 317 CHF | 459 567 CHF | 98,56% | 98,56% |