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% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 848 CHF | 481 348 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 404 CHF | 476 810 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 930 CHF | 480 430 CHF | 99,20% | 99,20% |
15/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 425 CHF | 484 925 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 661 CHF | 486 161 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 323 CHF | 482 823 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 937 CHF | 486 437 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,45 % | 97,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 666 CHF | 489 166 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 895 CHF | 485 395 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 035 CHF | 486 535 CHF | 99,09% | 99,09% |