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 | 0,54% | 92,10 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 154 CHF | 466 654 CHF | 99,37% | 99,37% |
19/11/2024 | 0,54% | 92,20 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 184 CHF | 465 684 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 93,70 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 681 CHF | 468 181 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 93,20 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 900 CHF | 470 400 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,10 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 486 CHF | 471 986 CHF | 99,10% | 99,10% |
13/11/2024 | 0,54% | 91,90 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 797 CHF | 463 297 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 92,30 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 049 CHF | 466 549 CHF | 100,00% | 100,00% |
11/11/2024 | 0,53% | 93,40 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 489 CHF | 470 989 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,40 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 208 CHF | 471 708 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 94,60 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 407 CHF | 477 907 CHF | 99,24% | 99,24% |