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% | 93,05 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 789 CHF | 469 039 CHF | 99,38% | 99,38% |
19/11/2024 | 0,48% | 93,15 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 257 CHF | 469 510 CHF | 99,38% | 99,38% |
18/11/2024 | 0,52% | 95,10 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 546 CHF | 477 031 CHF | 98,95% | 98,95% |
15/11/2024 | 0,51% | 94,25 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 935 CHF | 476 339 CHF | 99,36% | 99,36% |
14/11/2024 | 0,51% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 897 CHF | 478 319 CHF | 99,38% | 99,38% |
13/11/2024 | 0,48% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 695 CHF | 474 965 CHF | 65,04% | 65,04% |
12/11/2024 | 0,52% | 94,75 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 296 CHF | 477 794 CHF | 99,16% | 99,16% |
11/11/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 183 CHF | 483 683 CHF | 99,38% | 99,38% |
08/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 745 CHF | 483 245 CHF | 99,38% | 99,38% |
07/11/2024 | 0,52% | 96,45 % | 96,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 979 CHF | 485 479 CHF | 98,56% | 98,56% |