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% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 557 CHF | 479 035 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 413 CHF | 477 904 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 94,70 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 108 CHF | 481 587 CHF | 98,93% | 98,93% |
15/11/2024 | 0,51% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 939 CHF | 488 439 CHF | 99,35% | 99,35% |
14/11/2024 | 0,51% | 97,90 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 011 CHF | 492 511 CHF | 99,38% | 99,38% |
13/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 653 CHF | 491 153 CHF | 65,04% | 65,04% |
12/11/2024 | 0,51% | 97,60 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 332 CHF | 490 832 CHF | 99,14% | 99,14% |
11/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 404 CHF | 491 904 CHF | 99,37% | 99,37% |
08/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 530 CHF | 492 030 CHF | 99,37% | 99,37% |
07/11/2024 | 0,51% | 98,05 % | 98,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 237 CHF | 492 737 CHF | 98,56% | 98,56% |