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% | 92,85 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 483 CHF | 467 733 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 865 CHF | 467 115 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 93,35 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 585 CHF | 467 835 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 685 CHF | 470 935 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 178 CHF | 472 428 CHF | 99,13% | 99,13% |
13/11/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 870 CHF | 473 120 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 860 CHF | 477 306 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 184 CHF | 479 684 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 673 CHF | 479 173 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 066 CHF | 482 566 CHF | 99,06% | 99,06% |