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% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 487 CHF | 483 987 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 983 CHF | 481 483 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 339 CHF | 482 839 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 929 CHF | 484 429 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 555 CHF | 483 055 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 499 949 | 478 191 CHF | 480 642 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 241 CHF | 484 741 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 914 CHF | 484 414 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 518 CHF | 484 018 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 848 CHF | 484 348 CHF | 98,57% | 98,57% |