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 | 0,51% | 94,35 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 184 CHF | 476 612 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 94,40 % | 94,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 175 CHF | 473 425 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 323 CHF | 475 601 CHF | 99,19% | 99,19% |
15/11/2024 | 0,49% | 93,85 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 498 CHF | 474 804 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 404 CHF | 477 904 CHF | 99,13% | 99,13% |
13/11/2024 | 0,52% | 94,75 % | 95,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 965 CHF | 477 429 CHF | 99,17% | 99,17% |
12/11/2024 | 0,52% | 95,95 % | 96,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 547 CHF | 484 047 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 848 CHF | 487 348 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 96,25 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 883 CHF | 483 383 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 95,90 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 956 CHF | 483 456 CHF | 99,06% | 99,06% |