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 | 0,49% | 94,15 % | 94,60 % | 500 000 | 500 000 | 499 885 | 500 000 | 473 673 CHF | 476 121 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 821 CHF | 478 321 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 737 CHF | 482 237 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 366 CHF | 478 866 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 004 CHF | 478 491 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 329 CHF | 474 579 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 008 CHF | 478 508 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 492 CHF | 478 980 CHF | 99,37% | 99,37% |
08/11/2024 | 0,48% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 784 CHF | 473 040 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 855 CHF | 479 355 CHF | 98,77% | 98,77% |