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 | 0,69% | 115,30 % | 116,10 % | 500 000 | 500 000 | 499 760 | 500 000 | 578 894 CHF | 583 170 CHF | 97,95% | 97,95% |
19/11/2024 | 0,69% | 115,60 % | 116,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 576 854 CHF | 580 854 CHF | 100,00% | 100,00% |
18/11/2024 | 0,68% | 116,80 % | 117,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 582 993 CHF | 586 993 CHF | 100,00% | 100,00% |
15/11/2024 | 0,69% | 116,40 % | 117,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 581 806 CHF | 585 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 115,80 % | 116,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 576 692 CHF | 580 692 CHF | 100,00% | 100,00% |
13/11/2024 | 0,69% | 114,40 % | 115,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 575 193 CHF | 579 193 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 115,20 % | 116,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 580 404 CHF | 585 404 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 117,00 % | 118,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 582 407 CHF | 587 407 CHF | 100,00% | 100,00% |
08/11/2024 | 0,69% | 115,20 % | 116,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 576 922 CHF | 580 922 CHF | 100,00% | 100,00% |
07/11/2024 | 0,68% | 116,20 % | 117,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 584 983 CHF | 588 983 CHF | 99,76% | 99,76% |