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% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 244 CHF | 478 744 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 931 CHF | 475 231 CHF | 99,38% | 99,38% |
18/11/2024 | 0,51% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 936 CHF | 476 371 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 592 CHF | 478 012 CHF | 99,35% | 99,35% |
14/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 962 CHF | 480 462 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 012 CHF | 482 512 CHF | 65,03% | 65,03% |
12/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 740 CHF | 486 240 CHF | 99,14% | 99,14% |
11/11/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 678 CHF | 485 178 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 198 CHF | 484 698 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 884 CHF | 481 384 CHF | 98,56% | 98,56% |