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 | 0,51% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 687 CHF | 476 099 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 612 CHF | 473 862 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 964 CHF | 470 214 CHF | 99,22% | 99,22% |
15/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 592 CHF | 471 842 CHF | 99,17% | 99,17% |
14/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 375 CHF | 469 625 CHF | 99,16% | 99,16% |
13/11/2024 | 0,48% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 880 CHF | 466 130 CHF | 99,17% | 99,17% |
12/11/2024 | 0,48% | 93,45 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 429 CHF | 473 689 CHF | 99,17% | 99,17% |
11/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 814 CHF | 481 314 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 100 CHF | 479 600 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 777 CHF | 480 277 CHF | 99,08% | 99,08% |