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% | 91,25 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 637 CHF | 459 887 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,30 % | 91,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 079 CHF | 460 329 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 499 994 | 465 472 CHF | 467 717 CHF | 98,95% | 98,95% |
15/11/2024 | 0,48% | 92,45 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 857 CHF | 467 107 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 781 CHF | 469 031 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 592 CHF | 465 842 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 155 CHF | 468 405 CHF | 99,16% | 99,16% |
11/11/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 155 CHF | 474 405 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 764 CHF | 474 014 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 059 CHF | 476 487 CHF | 98,56% | 98,56% |