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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,29% | 85,68 % | 85,93 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 476 CHF | 430 726 CHF | 99,90% | 99,90% |
20/11/2024 | 0,29% | 85,18 % | 85,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 425 910 CHF | 427 159 CHF | 99,37% | 99,37% |
19/11/2024 | 0,30% | 84,78 % | 85,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 919 CHF | 423 169 CHF | 100,00% | 100,00% |
18/11/2024 | 0,30% | 84,48 % | 84,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 271 CHF | 423 521 CHF | 100,00% | 100,00% |
15/11/2024 | 0,29% | 84,48 % | 84,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 033 CHF | 432 282 CHF | 100,00% | 100,00% |
14/11/2024 | 0,28% | 88,48 % | 88,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 934 CHF | 443 184 CHF | 99,10% | 99,10% |
13/11/2024 | 0,28% | 88,18 % | 88,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 077 CHF | 440 327 CHF | 100,00% | 100,00% |
12/11/2024 | 0,28% | 88,48 % | 88,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 737 CHF | 442 987 CHF | 100,00% | 100,00% |
11/11/2024 | 0,28% | 88,08 % | 88,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 463 CHF | 442 713 CHF | 100,00% | 100,00% |
08/11/2024 | 0,29% | 87,78 % | 88,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 711 CHF | 438 961 CHF | 100,00% | 100,00% |