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% | 96,30 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 269 CHF | 485 818 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 96,10 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 670 CHF | 482 220 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,10 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 343 CHF | 480 893 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 539 CHF | 482 039 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 96,90 % | 97,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 543 CHF | 482 093 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,10 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 875 CHF | 471 431 CHF | 99,27% | 99,27% |
12/11/2024 | 0,33% | 94,30 % | 94,61 % | 500 000 | 500 000 | 500 000 | 499 980 | 472 635 CHF | 474 166 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 401 CHF | 482 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 431 CHF | 479 981 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 96,40 % | 96,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 308 CHF | 484 858 CHF | 99,23% | 99,23% |