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 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 365 CHF | 492 865 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 410 CHF | 485 910 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 023 CHF | 489 523 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 605 CHF | 490 105 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 480 CHF | 486 980 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 898 CHF | 478 398 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 610 CHF | 484 110 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 906 CHF | 486 406 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 868 CHF | 483 368 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 548 CHF | 486 048 CHF | 98,56% | 98,56% |