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% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 563 CHF | 477 016 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 475 CHF | 476 868 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 940 CHF | 478 440 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 566 CHF | 481 066 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 220 CHF | 478 720 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 745 CHF | 479 245 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 005 CHF | 479 505 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 421 CHF | 480 921 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 554 CHF | 480 054 CHF | 99,36% | 99,36% |
07/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 472 CHF | 479 972 CHF | 98,80% | 98,80% |