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% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 441 CHF | 482 941 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 929 CHF | 485 429 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 279 CHF | 483 779 CHF | 99,20% | 99,20% |
15/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 356 CHF | 479 856 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 634 CHF | 481 134 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 93,50 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 619 CHF | 471 869 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 150 CHF | 474 428 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 962 CHF | 488 462 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,95 % | 98,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 087 CHF | 492 587 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 474 CHF | 490 974 CHF | 99,08% | 99,08% |