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% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 063 CHF | 481 563 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 895 CHF | 480 395 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 252 CHF | 484 752 CHF | 98,94% | 98,94% |
15/11/2024 | 0,51% | 96,90 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 669 CHF | 487 169 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 96,95 % | 97,45 % | 500 000 | 500 000 | 499 979 | 500 000 | 485 279 CHF | 487 799 CHF | 99,38% | 99,38% |
13/11/2024 | 0,52% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 054 CHF | 485 554 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 797 CHF | 491 297 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 649 CHF | 494 149 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,75 % | 98,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 394 CHF | 490 894 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,00 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 943 CHF | 489 443 CHF | 98,57% | 98,57% |