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% | 82,70 % | 83,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 557 CHF | 416 557 CHF | 98,83% | 98,83% |
19/11/2024 | 0,48% | 82,55 % | 82,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 135 CHF | 417 135 CHF | 99,17% | 99,17% |
18/11/2024 | 0,47% | 84,20 % | 84,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 340 CHF | 422 340 CHF | 99,19% | 99,19% |
15/11/2024 | 0,52% | 85,40 % | 85,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 051 CHF | 432 301 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 87,05 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 715 CHF | 435 965 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 86,30 % | 86,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 033 CHF | 435 283 CHF | 98,96% | 98,96% |
12/11/2024 | 0,51% | 86,55 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 919 CHF | 441 169 CHF | 99,17% | 99,17% |
11/11/2024 | 0,50% | 90,00 % | 90,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 075 CHF | 453 325 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 89,05 % | 89,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 342 CHF | 443 592 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 88,85 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 065 CHF | 447 315 CHF | 98,69% | 98,69% |