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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,48% | 92,85 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 715 CHF | 465 965 CHF | 99,37% | 99,37% |
20/11/2024 | 0,49% | 91,55 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 234 CHF | 464 484 CHF | 99,14% | 99,14% |
19/11/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 418 CHF | 461 668 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 92,55 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 869 CHF | 464 119 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 751 CHF | 473 001 CHF | 98,99% | 98,99% |
14/11/2024 | 0,49% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 177 CHF | 475 483 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 424 CHF | 473 674 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 731 CHF | 478 229 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 706 CHF | 483 206 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 869 CHF | 484 369 CHF | 99,35% | 99,35% |