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 | 0,51% | 88,90 % | 89,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 230 CHF | 446 480 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 88,80 % | 89,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 409 CHF | 444 659 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 87,65 % | 88,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 166 CHF | 439 416 CHF | 99,20% | 99,20% |
15/11/2024 | 0,51% | 87,05 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 314 CHF | 438 564 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 88,75 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 057 CHF | 444 307 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 88,05 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 374 CHF | 443 624 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 89,70 % | 90,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 396 CHF | 452 646 CHF | 99,17% | 99,17% |
11/11/2024 | 0,49% | 91,15 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 340 CHF | 458 590 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 90,00 % | 90,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 233 CHF | 453 483 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 90,15 % | 90,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 713 CHF | 454 963 CHF | 99,08% | 99,08% |