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 | 0,48% | 92,85 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 139 CHF | 467 389 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 343 CHF | 462 593 CHF | 99,37% | 99,37% |
18/11/2024 | 0,49% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 707 CHF | 463 957 CHF | 98,90% | 98,90% |
15/11/2024 | 0,49% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 644 CHF | 463 894 CHF | 99,34% | 99,34% |
14/11/2024 | 0,49% | 91,75 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 263 CHF | 457 513 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 90,35 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 290 CHF | 452 540 CHF | 65,04% | 65,04% |
12/11/2024 | 0,49% | 90,60 % | 91,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 091 CHF | 456 341 CHF | 99,15% | 99,15% |
11/11/2024 | 0,48% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 609 CHF | 466 859 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 91,40 % | 91,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 791 CHF | 451 041 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 221 CHF | 462 471 CHF | 98,56% | 98,56% |