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 | 0,48% | 93,75 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 029 CHF | 470 279 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,20 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 684 CHF | 466 934 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 974 CHF | 468 224 CHF | 98,93% | 98,93% |
15/11/2024 | 0,48% | 92,55 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 387 CHF | 469 637 CHF | 99,35% | 99,35% |
14/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 042 CHF | 472 292 CHF | 99,37% | 99,37% |
13/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 164 CHF | 474 414 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 504 CHF | 479 002 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 306 CHF | 477 806 CHF | 99,37% | 99,37% |
08/11/2024 | 0,53% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 626 CHF | 477 126 CHF | 99,37% | 99,37% |
07/11/2024 | 0,48% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 254 CHF | 473 504 CHF | 98,56% | 98,56% |