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% | 89,75 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 541 CHF | 452 791 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 89,85 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 138 CHF | 453 388 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 603 CHF | 461 853 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 91,20 % | 91,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 934 CHF | 461 184 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 033 CHF | 463 283 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 91,40 % | 91,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 139 CHF | 459 389 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 280 CHF | 462 530 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 214 CHF | 469 464 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 683 CHF | 468 933 CHF | 99,38% | 99,38% |
07/11/2024 | 0,48% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 445 CHF | 471 695 CHF | 98,56% | 98,56% |