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 | 0,52% | 85,15 % | 85,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 160 CHF | 428 398 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 84,55 % | 84,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 513 CHF | 423 532 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 84,85 % | 85,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 189 CHF | 424 216 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 84,50 % | 84,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 478 CHF | 428 705 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 86,25 % | 86,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 234 CHF | 433 484 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 86,45 % | 86,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 266 CHF | 437 516 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 87,20 % | 87,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 025 CHF | 439 275 CHF | 99,38% | 99,38% |
11/11/2024 | 0,51% | 88,45 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 454 CHF | 444 704 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 88,00 % | 88,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 799 CHF | 444 049 CHF | 99,36% | 99,36% |
07/11/2024 | 0,50% | 88,80 % | 89,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 740 CHF | 447 990 CHF | 98,80% | 98,80% |