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% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 177 CHF | 484 677 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 949 CHF | 485 449 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 165 CHF | 483 665 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 793 CHF | 483 293 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 294 CHF | 484 794 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 676 CHF | 482 176 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 079 CHF | 493 579 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 98,70 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 961 CHF | 496 461 CHF | 99,38% | 99,38% |
08/11/2024 | 0,51% | 98,50 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 013 CHF | 494 513 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 904 CHF | 495 404 CHF | 98,56% | 98,56% |