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% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 363 CHF | 435 613 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 87,30 % | 87,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 237 CHF | 437 487 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 87,30 % | 87,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 370 CHF | 437 620 CHF | 99,20% | 99,20% |
15/11/2024 | 0,52% | 86,65 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 434 CHF | 435 684 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 87,65 % | 88,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 212 CHF | 435 462 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 85,40 % | 85,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 020 CHF | 427 216 CHF | 99,17% | 99,17% |
12/11/2024 | 0,53% | 84,85 % | 85,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 194 CHF | 429 444 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 86,05 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 582 CHF | 434 832 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 86,45 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 084 CHF | 436 334 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 87,25 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 548 CHF | 440 798 CHF | 99,06% | 99,06% |