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% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 115 CHF | 469 365 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 520 CHF | 466 770 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 870 CHF | 470 120 CHF | 99,20% | 99,20% |
15/11/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 628 CHF | 473 878 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 336 CHF | 477 836 CHF | 99,13% | 99,13% |
13/11/2024 | 0,50% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 233 CHF | 476 617 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 350 CHF | 479 841 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 509 CHF | 483 009 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 701 CHF | 479 201 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 836 CHF | 479 336 CHF | 99,06% | 99,06% |