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% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 930 CHF | 481 430 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 369 CHF | 478 869 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 068 CHF | 479 568 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 94,90 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 339 CHF | 480 839 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 358 CHF | 482 858 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 828 CHF | 484 328 CHF | 65,05% | 65,05% |
12/11/2024 | 0,51% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 933 CHF | 487 433 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 080 CHF | 486 580 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 926 CHF | 486 426 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 030 CHF | 483 530 CHF | 98,57% | 98,57% |