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% | 93,25 % | 93,70 % | 500 000 | 500 000 | 500 000 | 499 977 | 467 098 CHF | 469 326 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 92,70 % | 93,15 % | 500 000 | 500 000 | 500 000 | 499 994 | 464 047 CHF | 466 292 CHF | 99,38% | 99,38% |
18/11/2024 | 0,48% | 93,70 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 763 CHF | 472 013 CHF | 99,37% | 99,37% |
15/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 056 CHF | 477 536 CHF | 99,38% | 99,38% |
14/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 984 CHF | 479 484 CHF | 99,38% | 99,38% |
13/11/2024 | 0,49% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 306 CHF | 475 612 CHF | 99,38% | 99,38% |
12/11/2024 | 0,52% | 94,60 % | 95,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 023 CHF | 477 502 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 897 CHF | 480 397 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 549 CHF | 479 049 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 873 CHF | 482 373 CHF | 98,80% | 98,80% |