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% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 896 CHF | 478 388 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 377 CHF | 473 632 CHF | 99,17% | 99,17% |
18/11/2024 | 0,49% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 856 CHF | 474 153 CHF | 99,20% | 99,20% |
15/11/2024 | 0,51% | 94,00 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 794 CHF | 482 271 CHF | 99,17% | 99,17% |
14/11/2024 | 0,51% | 98,35 % | 98,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 127 CHF | 493 627 CHF | 99,16% | 99,16% |
13/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 919 CHF | 492 419 CHF | 99,17% | 99,17% |
12/11/2024 | 0,51% | 98,55 % | 99,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 226 CHF | 494 726 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 98,15 % | 98,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 606 CHF | 494 106 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 143 CHF | 490 643 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,65 % | 98,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 125 CHF | 488 625 CHF | 98,43% | 98,43% |