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% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 181 CHF | 478 681 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 575 CHF | 480 075 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 618 CHF | 483 118 CHF | 99,22% | 99,22% |
15/11/2024 | 0,52% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 105 CHF | 486 605 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 780 CHF | 481 280 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 330 CHF | 481 830 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 930 CHF | 483 430 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 559 CHF | 488 059 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 226 CHF | 487 726 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 776 CHF | 492 276 CHF | 99,08% | 99,08% |