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% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 015 CHF | 481 515 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 170 CHF | 480 670 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 046 CHF | 483 546 CHF | 98,95% | 98,95% |
15/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 476 CHF | 485 976 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 931 CHF | 490 431 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 648 CHF | 492 148 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 687 CHF | 492 187 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 470 CHF | 493 970 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 816 CHF | 492 316 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 249 CHF | 493 749 CHF | 98,56% | 98,56% |