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% | 89,50 % | 89,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 062 CHF | 446 312 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 88,60 % | 89,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 641 CHF | 446 891 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 89,70 % | 90,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 964 CHF | 449 214 CHF | 99,21% | 99,21% |
15/11/2024 | 0,49% | 90,65 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 549 CHF | 460 799 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 721 CHF | 469 971 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 742 CHF | 471 992 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 722 CHF | 481 222 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 153 CHF | 484 653 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 577 CHF | 482 077 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 004 CHF | 481 504 CHF | 99,09% | 99,09% |