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% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 398 CHF | 476 845 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 046 CHF | 473 296 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 146 CHF | 474 396 CHF | 98,93% | 98,93% |
15/11/2024 | 0,50% | 93,80 % | 94,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 795 CHF | 476 193 CHF | 99,34% | 99,34% |
14/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 138 CHF | 478 638 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 266 CHF | 480 766 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 184 CHF | 484 684 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 075 CHF | 483 575 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 619 CHF | 483 119 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 242 CHF | 479 742 CHF | 98,57% | 98,57% |