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% | 94,00 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 274 CHF | 472 774 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 94,80 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 621 CHF | 477 121 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 281 CHF | 480 781 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 150 CHF | 482 650 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 97,40 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 530 CHF | 492 030 CHF | 99,10% | 99,10% |
13/11/2024 | 0,99% | 99,00 % | 99,30 % | 500 000 | 500 000 | 190 829 | 190 829 | 188 457 CHF | 189 371 CHF | 99,30% | 99,30% |
12/11/2024 | 0,30% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 095 CHF | 496 595 CHF | 100,00% | 100,00% |
11/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 139 CHF | 496 639 CHF | 100,00% | 100,00% |
08/11/2024 | 0,30% | 98,80 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 805 CHF | 494 305 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 99,10 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 368 CHF | 496 868 CHF | 99,23% | 99,23% |