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% | 92,15 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 012 CHF | 462 262 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 700 CHF | 459 950 CHF | 99,38% | 99,38% |
18/11/2024 | 0,49% | 92,05 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 098 CHF | 460 348 CHF | 99,37% | 99,37% |
15/11/2024 | 0,49% | 91,70 % | 92,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 013 CHF | 464 263 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 461 CHF | 467 711 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 434 CHF | 470 684 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 405 CHF | 471 659 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 405 CHF | 476 894 CHF | 99,37% | 99,37% |
08/11/2024 | 0,49% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 644 CHF | 475 990 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 559 CHF | 479 054 CHF | 98,80% | 98,80% |