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 | 0,33% | 91,40 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 348 CHF | 456 848 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 90,50 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 255 CHF | 455 755 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 91,20 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 346 CHF | 458 846 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 91,10 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 997 CHF | 457 497 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 91,30 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 122 CHF | 457 622 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 91,20 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 000 CHF | 457 500 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 91,40 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 995 CHF | 458 495 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 91,50 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 500 CHF | 459 000 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 91,30 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 160 CHF | 457 660 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 91,20 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 217 CHF | 457 717 CHF | 99,24% | 99,24% |