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 | 0,51% | 88,65 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 513 CHF | 444 763 CHF | 99,37% | 99,37% |
20/11/2024 | 0,51% | 87,25 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 082 CHF | 443 332 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 87,85 % | 88,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 103 CHF | 440 353 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 88,25 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 712 CHF | 442 962 CHF | 99,38% | 99,38% |
15/11/2024 | 0,50% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 880 CHF | 452 130 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 799 CHF | 455 049 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 89,90 % | 90,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 956 CHF | 453 206 CHF | 99,38% | 99,38% |
12/11/2024 | 0,49% | 90,70 % | 91,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 651 CHF | 457 901 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 257 CHF | 463 507 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 488 CHF | 464 738 CHF | 99,35% | 99,35% |