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 | 0,40% | 84,10 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 472 CHF | 428 198 CHF | 99,37% | 99,37% |
19/11/2024 | 0,78% | 84,70 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 106 CHF | 423 393 CHF | 100,00% | 100,00% |
18/11/2024 | 0,77% | 84,50 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 243 CHF | 425 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,58% | 84,90 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 704 CHF | 429 204 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 86,70 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 865 CHF | 430 365 CHF | 99,10% | 99,10% |
13/11/2024 | 0,55% | 84,70 % | 85,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 710 CHF | 424 034 CHF | 99,27% | 99,27% |
12/11/2024 | 0,35% | 85,10 % | 85,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 163 CHF | 429 663 CHF | 100,00% | 100,00% |
11/11/2024 | 0,34% | 86,90 % | 87,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 182 CHF | 436 682 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 86,70 % | 87,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 813 CHF | 435 313 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 88,10 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 442 795 CHF | 444 295 CHF | 99,24% | 99,24% |