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% | 92,80 % | 93,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 203 CHF | 467 453 CHF | 99,17% | 99,17% |
19/11/2024 | 0,48% | 92,35 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 081 CHF | 465 331 CHF | 99,17% | 99,17% |
18/11/2024 | 0,48% | 93,40 % | 93,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 573 CHF | 470 823 CHF | 98,75% | 98,75% |
15/11/2024 | 0,48% | 95,00 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 272 CHF | 471 527 CHF | 99,17% | 99,17% |
14/11/2024 | 0,52% | 94,55 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 669 CHF | 477 148 CHF | 99,16% | 99,16% |
13/11/2024 | 0,49% | 94,95 % | 95,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 522 CHF | 475 832 CHF | 98,94% | 98,94% |
12/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 786 CHF | 484 286 CHF | 99,17% | 99,17% |
11/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 311 CHF | 488 811 CHF | 99,17% | 99,17% |
08/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 171 CHF | 481 671 CHF | 99,17% | 99,17% |
07/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 231 CHF | 481 731 CHF | 99,09% | 99,09% |