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 | 477 629 CHF | 480 129 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 394 CHF | 476 856 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 101 CHF | 484 601 CHF | 99,37% | 99,37% |
15/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 391 CHF | 491 891 CHF | 99,38% | 99,38% |
14/11/2024 | 0,50% | 98,75 % | 99,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 778 CHF | 497 278 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 99,40 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 522 CHF | 498 022 CHF | 99,38% | 99,38% |
12/11/2024 | 0,50% | 99,80 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 586 CHF | 502 086 CHF | 99,38% | 99,38% |
11/11/2024 | 0,50% | 100,50 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 270 CHF | 504 770 CHF | 99,37% | 99,37% |
08/11/2024 | 0,50% | 99,85 % | 100,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 285 CHF | 500 785 CHF | 99,35% | 99,35% |
07/11/2024 | 0,50% | 99,55 % | 100,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 584 CHF | 498 084 CHF | 98,79% | 98,79% |