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 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 309 CHF | 481 809 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 826 CHF | 483 326 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 704 CHF | 487 204 CHF | 99,21% | 99,21% |
15/11/2024 | 0,51% | 98,45 % | 98,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 744 CHF | 491 244 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 900 CHF | 482 400 CHF | 99,14% | 99,14% |
13/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 787 CHF | 482 287 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 252 CHF | 483 752 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 913 CHF | 490 413 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 947 CHF | 487 447 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 695 CHF | 494 195 CHF | 99,07% | 99,07% |