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 | 0,48% | 93,30 % | 93,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 056 CHF | 467 306 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 92,25 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 397 CHF | 461 647 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 847 CHF | 466 097 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 93,45 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 943 CHF | 474 275 CHF | 99,36% | 99,36% |
14/11/2024 | 0,49% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 170 CHF | 473 466 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 012 CHF | 480 512 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 274 CHF | 484 774 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 846 CHF | 489 346 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 913 CHF | 491 413 CHF | 99,37% | 99,37% |
07/11/2024 | 0,50% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 499 939 | 494 310 CHF | 496 750 CHF | 98,56% | 98,56% |