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 | 0,53% | 92,40 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 253 CHF | 468 753 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 93,55 % | 94,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 093 CHF | 469 593 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 94,05 % | 94,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 267 CHF | 470 767 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 94,30 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 246 CHF | 477 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 738 CHF | 481 238 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 95,05 % | 95,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 168 CHF | 478 668 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 96,15 % | 96,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 059 CHF | 484 559 CHF | 98,73% | 98,73% |
11/11/2024 | 0,52% | 96,75 % | 97,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 997 CHF | 485 497 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 085 CHF | 483 585 CHF | 99,05% | 99,05% |
07/11/2024 | 0,52% | 96,30 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 398 CHF | 483 898 CHF | 99,89% | 99,89% |