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% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 063 CHF | 470 313 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 800 CHF | 475 143 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 189 CHF | 472 439 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 630 CHF | 470 880 CHF | 98,97% | 98,97% |
14/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 310 CHF | 469 560 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 369 CHF | 460 619 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 697 CHF | 474 985 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 792 CHF | 473 042 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 091 CHF | 468 341 CHF | 99,36% | 99,36% |
07/11/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 236 CHF | 463 486 CHF | 98,77% | 98,77% |