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 | 0,48% | 92,85 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 090 CHF | 469 340 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 746 CHF | 467 996 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 92,65 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 087 CHF | 472 357 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 857 CHF | 480 357 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 411 CHF | 484 911 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 024 CHF | 483 524 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 327 CHF | 482 827 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 547 CHF | 484 047 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 604 CHF | 484 104 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 392 CHF | 484 892 CHF | 98,56% | 98,56% |