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% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 336 CHF | 477 813 CHF | 99,17% | 99,17% |
19/11/2024 | 0,49% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 316 CHF | 475 636 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 206 CHF | 472 456 CHF | 99,22% | 99,22% |
15/11/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 323 CHF | 473 573 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 110 CHF | 471 360 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 728 CHF | 467 978 CHF | 99,17% | 99,17% |
12/11/2024 | 0,50% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 392 CHF | 475 760 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 511 CHF | 483 011 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 004 CHF | 481 504 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 571 CHF | 482 071 CHF | 99,08% | 99,08% |