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% | 92,75 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 641 CHF | 469 891 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 157 CHF | 473 419 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 910 CHF | 471 160 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 722 CHF | 469 972 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 564 CHF | 468 814 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 729 CHF | 461 979 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 809 CHF | 473 059 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 558 CHF | 471 808 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 016 CHF | 468 266 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 289 CHF | 464 539 CHF | 98,77% | 98,77% |