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% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 918 CHF | 473 197 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 335 CHF | 472 593 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 425 CHF | 475 769 CHF | 99,37% | 99,37% |
15/11/2024 | 0,48% | 94,10 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 937 CHF | 472 187 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 535 CHF | 471 785 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 395 CHF | 468 645 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 92,90 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 533 CHF | 465 783 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 599 CHF | 465 849 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 92,30 % | 92,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 687 CHF | 460 937 CHF | 99,35% | 99,35% |
07/11/2024 | 0,49% | 91,65 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 743 CHF | 464 993 CHF | 98,80% | 98,80% |