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 | 0,32% | 96,70 % | 97,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 790 CHF | 485 339 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 929 CHF | 480 479 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 981 CHF | 482 531 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 96,20 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 349 CHF | 483 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 97,10 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 479 CHF | 487 029 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 515 CHF | 485 065 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 028 CHF | 487 578 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 077 CHF | 490 627 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 952 CHF | 491 502 CHF | 99,80% | 99,80% |
07/11/2024 | 0,51% | 97,70 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 074 CHF | 491 574 CHF | 99,76% | 99,76% |