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 | 0,49% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 225 CHF | 475 561 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 981 CHF | 474 268 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 067 CHF | 475 384 CHF | 99,21% | 99,21% |
15/11/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 276 CHF | 479 776 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 684 CHF | 481 184 CHF | 99,15% | 99,15% |
13/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 394 CHF | 481 894 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 125 CHF | 486 625 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 839 CHF | 489 339 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 037 CHF | 488 537 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 542 CHF | 491 042 CHF | 99,07% | 99,07% |