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% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 786 CHF | 481 286 CHF | 99,17% | 99,17% |
19/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 670 CHF | 478 170 CHF | 99,17% | 99,17% |
18/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 655 CHF | 480 155 CHF | 99,20% | 99,20% |
15/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 062 CHF | 479 559 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 185 CHF | 482 685 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 95,75 % | 96,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 846 CHF | 482 346 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 663 CHF | 486 163 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,40 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 788 CHF | 489 288 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 202 CHF | 485 702 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 106 CHF | 485 606 CHF | 99,06% | 99,06% |