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 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 285 CHF | 483 785 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,85 % | 96,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 428 CHF | 480 928 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 102 CHF | 483 602 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 123 CHF | 485 623 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,35 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 225 CHF | 487 725 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 96,65 % | 97,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 325 CHF | 485 825 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 96,85 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 604 CHF | 489 104 CHF | 99,90% | 99,90% |
11/11/2024 | 0,51% | 98,30 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 277 CHF | 493 777 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 685 CHF | 490 185 CHF | 98,67% | 98,67% |
07/11/2024 | 0,51% | 97,85 % | 98,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 767 CHF | 491 267 CHF | 99,91% | 99,91% |