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% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 247 CHF | 483 747 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 570 CHF | 481 070 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 959 CHF | 481 459 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 836 CHF | 481 336 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 749 CHF | 479 249 CHF | 99,37% | 99,37% |
13/11/2024 | 0,51% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 199 CHF | 476 611 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 530 CHF | 483 030 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 710 CHF | 487 210 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 741 CHF | 486 241 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 803 CHF | 488 303 CHF | 98,57% | 98,57% |