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% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 959 CHF | 478 429 CHF | 99,38% | 99,38% |
19/11/2024 | 0,51% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 296 CHF | 476 699 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 440 CHF | 480 940 CHF | 99,38% | 99,38% |
15/11/2024 | 0,49% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 290 CHF | 475 625 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 974 CHF | 473 246 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 499 979 | 468 216 CHF | 470 446 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 93,55 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 888 CHF | 468 138 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 678 CHF | 468 928 CHF | 99,38% | 99,38% |
08/11/2024 | 0,49% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 783 CHF | 463 033 CHF | 99,36% | 99,36% |
07/11/2024 | 0,48% | 92,50 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 858 CHF | 472 108 CHF | 98,80% | 98,80% |