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 | 0,49% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 458 CHF | 475 803 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 568 CHF | 474 858 CHF | 99,17% | 99,17% |
18/11/2024 | 0,50% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 336 CHF | 475 692 CHF | 99,19% | 99,19% |
15/11/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 717 CHF | 479 217 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 847 CHF | 480 347 CHF | 99,16% | 99,16% |
13/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 209 CHF | 480 709 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 586 CHF | 485 086 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 425 CHF | 486 925 CHF | 99,17% | 99,17% |
08/11/2024 | 0,51% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 324 CHF | 486 824 CHF | 99,17% | 99,17% |
07/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 868 CHF | 489 368 CHF | 99,08% | 99,08% |