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% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 359 CHF | 481 859 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 193 CHF | 479 692 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 225 CHF | 483 725 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 937 CHF | 478 437 CHF | 99,37% | 99,37% |
14/11/2024 | 0,49% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 560 CHF | 475 904 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 396 CHF | 472 650 CHF | 99,38% | 99,38% |
12/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 048 CHF | 470 298 CHF | 99,38% | 99,38% |
11/11/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 122 CHF | 471 372 CHF | 99,38% | 99,38% |
08/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 227 CHF | 465 477 CHF | 99,35% | 99,35% |
07/11/2024 | 0,51% | 93,10 % | 93,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 900 CHF | 475 296 CHF | 98,80% | 98,80% |