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 | 469 513 CHF | 471 763 CHF | 99,38% | 99,38% |
19/11/2024 | 0,49% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 922 CHF | 463 172 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 061 CHF | 468 311 CHF | 99,38% | 99,38% |
15/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 110 CHF | 469 360 CHF | 99,38% | 99,38% |
14/11/2024 | 0,48% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 019 CHF | 474 281 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 499 990 | 472 652 CHF | 474 916 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 789 CHF | 479 289 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 244 CHF | 483 744 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 901 CHF | 484 401 CHF | 99,25% | 99,25% |
07/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 499 998 | 483 468 CHF | 485 966 CHF | 98,80% | 98,80% |