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 | 0,50% | 89,00 % | 89,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 003 CHF | 450 253 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 90,25 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 892 CHF | 453 142 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 90,80 % | 91,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 723 CHF | 454 973 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 91,00 % | 91,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 292 CHF | 458 542 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 91,90 % | 92,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 293 CHF | 462 543 CHF | 99,37% | 99,37% |
13/11/2024 | 0,49% | 92,20 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 094 CHF | 456 344 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 476 CHF | 464 726 CHF | 99,16% | 99,16% |
11/11/2024 | 0,49% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 731 CHF | 464 981 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 428 CHF | 464 678 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 910 CHF | 471 160 CHF | 98,56% | 98,56% |