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 | 0,52% | 87,45 % | 87,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 885 CHF | 437 135 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 86,95 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 126 CHF | 439 376 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 88,75 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 231 CHF | 444 481 CHF | 99,21% | 99,21% |
15/11/2024 | 0,50% | 90,05 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 979 CHF | 449 229 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 88,55 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 025 CHF | 442 275 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 88,10 % | 88,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 777 CHF | 443 027 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 87,40 % | 87,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 025 CHF | 445 275 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 90,85 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 799 CHF | 455 049 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 89,95 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 569 CHF | 453 819 CHF | 99,17% | 99,17% |
07/11/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 595 CHF | 463 845 CHF | 99,09% | 99,09% |