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% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 205 CHF | 471 455 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 995 CHF | 470 245 CHF | 99,37% | 99,37% |
18/11/2024 | 0,48% | 93,95 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 791 CHF | 471 041 CHF | 98,94% | 98,94% |
15/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 964 CHF | 474 214 CHF | 99,34% | 99,34% |
14/11/2024 | 0,51% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 254 CHF | 476 676 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 653 CHF | 474 915 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 279 CHF | 478 779 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 95,65 % | 96,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 322 CHF | 480 822 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 539 CHF | 480 039 CHF | 99,37% | 99,37% |
07/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 075 CHF | 481 575 CHF | 98,56% | 98,56% |