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% | 91,45 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 746 CHF | 460 996 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 91,80 % | 92,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 039 CHF | 461 289 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 92,40 % | 92,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 844 CHF | 464 094 CHF | 99,19% | 99,19% |
15/11/2024 | 0,48% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 746 CHF | 465 996 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 908 CHF | 466 158 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 92,40 % | 92,85 % | 500 000 | 500 000 | 500 000 | 499 972 | 462 264 CHF | 464 489 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 92,95 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 523 CHF | 468 773 CHF | 99,17% | 99,17% |
11/11/2024 | 0,48% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 270 CHF | 472 520 CHF | 99,17% | 99,17% |
08/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 799 CHF | 472 049 CHF | 99,17% | 99,17% |
07/11/2024 | 0,50% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 657 CHF | 476 009 CHF | 99,08% | 99,08% |