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% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 180 CHF | 486 680 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 830 CHF | 485 330 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 796 CHF | 482 296 CHF | 99,22% | 99,22% |
15/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 882 CHF | 481 382 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 575 CHF | 485 075 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 499 970 | 481 997 CHF | 484 468 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 055 CHF | 490 555 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 358 CHF | 493 858 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 012 CHF | 491 512 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 605 CHF | 492 105 CHF | 99,08% | 99,08% |