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% | 93,90 % | 94,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 218 CHF | 472 468 CHF | 99,37% | 99,37% |
19/11/2024 | 0,48% | 94,05 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 834 CHF | 471 084 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 94,15 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 590 CHF | 471 840 CHF | 98,94% | 98,94% |
15/11/2024 | 0,49% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 893 CHF | 475 221 CHF | 99,37% | 99,37% |
14/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 613 CHF | 478 104 CHF | 99,38% | 99,38% |
13/11/2024 | 0,50% | 94,85 % | 95,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 934 CHF | 476 315 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 914 CHF | 480 414 CHF | 99,15% | 99,15% |
11/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 922 CHF | 482 422 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 934 CHF | 481 434 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 460 CHF | 482 960 CHF | 98,57% | 98,57% |