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% | 94,50 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 396 CHF | 478 857 CHF | 99,38% | 99,38% |
19/11/2024 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 073 CHF | 477 563 CHF | 99,37% | 99,37% |
18/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 753 CHF | 480 253 CHF | 99,38% | 99,38% |
15/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 528 CHF | 484 028 CHF | 99,38% | 99,38% |
14/11/2024 | 0,51% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 432 CHF | 478 891 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,20 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 353 CHF | 471 603 CHF | 99,38% | 99,38% |
12/11/2024 | 0,51% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 712 CHF | 476 117 CHF | 99,38% | 99,38% |
11/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 666 CHF | 483 166 CHF | 99,37% | 99,37% |
08/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 965 CHF | 481 465 CHF | 99,35% | 99,35% |
07/11/2024 | 0,52% | 96,60 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 542 CHF | 486 042 CHF | 98,77% | 98,77% |