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% | 89,35 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 974 CHF | 454 224 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 90,30 % | 90,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 855 CHF | 452 105 CHF | 99,38% | 99,38% |
18/11/2024 | 0,50% | 90,40 % | 90,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 331 CHF | 455 581 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 655 CHF | 460 905 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 91,25 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 111 CHF | 454 361 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 88,95 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 321 CHF | 445 571 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 88,70 % | 89,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 721 CHF | 450 971 CHF | 99,38% | 99,38% |
11/11/2024 | 0,49% | 91,20 % | 91,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 009 CHF | 458 259 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 90,50 % | 90,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 828 CHF | 456 078 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 91,95 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 019 CHF | 462 269 CHF | 98,77% | 98,77% |