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 | 0,49% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 506 CHF | 455 756 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 91,10 % | 91,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 318 CHF | 455 568 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 91,80 % | 92,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 788 CHF | 462 038 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 960 CHF | 464 210 CHF | 99,17% | 99,17% |
14/11/2024 | 0,49% | 91,95 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 757 CHF | 460 007 CHF | 99,13% | 99,13% |
13/11/2024 | 0,49% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 499 996 | 459 357 CHF | 461 604 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 92,45 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 746 CHF | 466 996 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 509 CHF | 478 003 CHF | 99,17% | 99,17% |
08/11/2024 | 0,50% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 274 CHF | 475 639 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 214 CHF | 483 714 CHF | 98,41% | 98,41% |