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% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 757 CHF | 478 241 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 501 CHF | 474 778 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 94,65 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 875 CHF | 475 158 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 702 CHF | 475 044 CHF | 99,36% | 99,36% |
14/11/2024 | 0,48% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 223 CHF | 472 473 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 019 CHF | 469 269 CHF | 65,05% | 65,05% |
12/11/2024 | 0,52% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 696 CHF | 477 157 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 856 CHF | 482 356 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 641 CHF | 481 141 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 228 CHF | 483 728 CHF | 98,56% | 98,56% |