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% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 275 CHF | 477 771 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,65 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 835 CHF | 471 091 CHF | 99,37% | 99,37% |
18/11/2024 | 0,50% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 297 CHF | 475 654 CHF | 98,94% | 98,94% |
15/11/2024 | 0,50% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 744 CHF | 476 120 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 94,30 % | 94,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 521 CHF | 472 771 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 92,60 % | 93,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 883 CHF | 465 133 CHF | 65,04% | 65,04% |
12/11/2024 | 0,48% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 694 CHF | 470 944 CHF | 99,15% | 99,15% |
11/11/2024 | 0,48% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 727 CHF | 472 977 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 93,60 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 174 CHF | 470 424 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 532 CHF | 472 782 CHF | 98,56% | 98,56% |