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% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 333 CHF | 474 661 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 941 CHF | 472 225 CHF | 99,37% | 99,37% |
18/11/2024 | 0,51% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 245 CHF | 476 674 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 296 CHF | 480 796 CHF | 99,34% | 99,34% |
14/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 016 CHF | 481 516 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 717 CHF | 481 217 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 569 CHF | 488 069 CHF | 99,15% | 99,15% |
11/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 936 CHF | 491 436 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 379 CHF | 487 879 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,10 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 704 CHF | 491 204 CHF | 98,56% | 98,56% |