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 | 0,50% | 94,45 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 640 CHF | 475 993 CHF | 99,38% | 99,38% |
19/11/2024 | 0,50% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 930 CHF | 476 292 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 690 CHF | 482 190 CHF | 98,94% | 98,94% |
15/11/2024 | 0,52% | 95,35 % | 95,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 060 CHF | 481 560 CHF | 99,36% | 99,36% |
14/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 931 CHF | 483 431 CHF | 99,37% | 99,37% |
13/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 431 CHF | 480 931 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 636 CHF | 483 136 CHF | 99,16% | 99,16% |
11/11/2024 | 0,51% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 016 CHF | 487 516 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 676 CHF | 487 176 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 97,20 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 056 CHF | 488 556 CHF | 98,56% | 98,56% |