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% | 85,55 % | 86,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 058 CHF | 433 308 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 85,80 % | 86,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 577 CHF | 431 827 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 86,00 % | 86,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 694 CHF | 455 944 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 92,95 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 871 CHF | 475 272 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 055 CHF | 484 555 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 561 CHF | 482 061 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 571 CHF | 480 029 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 636 CHF | 482 136 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 887 CHF | 481 387 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 910 CHF | 482 410 CHF | 98,56% | 98,56% |