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% | 92,40 % | 92,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 412 CHF | 467 662 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 976 CHF | 463 226 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 92,95 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 646 CHF | 465 896 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 825 CHF | 465 075 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 885 CHF | 470 135 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 255 CHF | 469 505 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 547 CHF | 474 818 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 869 CHF | 479 369 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 988 CHF | 474 241 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 499 999 | 471 665 CHF | 473 914 CHF | 99,08% | 99,08% |