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% | 91,85 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 585 CHF | 462 835 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 92,25 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 886 CHF | 465 136 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 265 CHF | 470 515 CHF | 98,90% | 98,90% |
15/11/2024 | 0,51% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 913 CHF | 476 321 CHF | 99,34% | 99,34% |
14/11/2024 | 0,48% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 567 CHF | 472 817 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 348 CHF | 470 598 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 214 CHF | 475 581 CHF | 99,14% | 99,14% |
11/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 416 CHF | 481 916 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 620 CHF | 480 120 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 624 CHF | 484 124 CHF | 98,56% | 98,56% |