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% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 815 CHF | 483 315 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 582 CHF | 479 082 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 925 CHF | 479 425 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 092 CHF | 481 592 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 739 CHF | 484 239 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 530 CHF | 486 030 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 624 CHF | 489 124 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 794 CHF | 488 294 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 956 CHF | 487 456 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 779 CHF | 484 279 CHF | 98,56% | 98,56% |