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% | 89,55 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 798 CHF | 454 048 CHF | 99,17% | 99,17% |
19/11/2024 | 0,50% | 89,80 % | 90,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 035 CHF | 450 285 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 90,70 % | 91,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 831 CHF | 455 081 CHF | 99,20% | 99,20% |
15/11/2024 | 0,49% | 91,60 % | 92,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 423 CHF | 461 673 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 783 CHF | 469 033 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 002 CHF | 470 252 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 142 CHF | 469 392 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 824 CHF | 473 074 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 014 CHF | 468 264 CHF | 99,17% | 99,17% |
07/11/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 075 CHF | 468 325 CHF | 99,08% | 99,08% |