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% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 767 CHF | 485 267 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 96,35 % | 96,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 868 CHF | 486 368 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 708 CHF | 484 208 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 159 CHF | 483 659 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 97,05 % | 97,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 204 CHF | 485 704 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 806 CHF | 482 306 CHF | 65,04% | 65,04% |
12/11/2024 | 0,50% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 306 CHF | 497 806 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,70 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 298 CHF | 501 798 CHF | 99,38% | 99,38% |
08/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 538 CHF | 499 038 CHF | 99,38% | 99,38% |
07/11/2024 | 0,50% | 99,50 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 932 CHF | 500 432 CHF | 98,57% | 98,57% |