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% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 534 CHF | 479 034 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 412 CHF | 475 724 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 221 CHF | 477 675 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 051 CHF | 484 551 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,55 % | 97,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 812 CHF | 484 312 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 824 CHF | 490 324 CHF | 65,05% | 65,05% |
12/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 022 CHF | 494 522 CHF | 99,16% | 99,16% |
11/11/2024 | 0,50% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 588 CHF | 499 088 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,25 % | 99,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 923 CHF | 501 423 CHF | 99,37% | 99,37% |
07/11/2024 | 0,49% | 100,70 % | 101,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 679 CHF | 508 179 CHF | 98,56% | 98,56% |