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 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 514 CHF | 487 014 CHF | 99,17% | 99,17% |
19/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 702 CHF | 488 202 CHF | 99,17% | 99,17% |
18/11/2024 | 0,51% | 97,25 % | 97,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 053 CHF | 487 553 CHF | 99,19% | 99,19% |
15/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 191 CHF | 485 691 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 873 CHF | 486 373 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 649 CHF | 482 149 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 104 CHF | 482 604 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 023 CHF | 491 523 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 741 CHF | 494 241 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 98,25 % | 98,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 048 CHF | 493 548 CHF | 99,06% | 99,06% |