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 | 0,56% | 88,90 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 036 CHF | 449 536 CHF | 100,00% | 100,00% |
19/11/2024 | 0,56% | 88,70 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 292 CHF | 447 792 CHF | 100,00% | 100,00% |
18/11/2024 | 0,56% | 90,05 % | 90,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 601 CHF | 451 101 CHF | 100,00% | 100,00% |
15/11/2024 | 0,56% | 88,70 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 587 CHF | 450 087 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 89,30 % | 89,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 389 CHF | 445 889 CHF | 100,00% | 100,00% |
13/11/2024 | 0,56% | 88,75 % | 89,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 045 CHF | 446 545 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 88,35 % | 88,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 571 CHF | 451 071 CHF | 99,78% | 99,78% |
11/11/2024 | 0,55% | 91,70 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 451 CHF | 454 951 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 90,40 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 883 CHF | 459 383 CHF | 97,68% | 97,68% |
07/11/2024 | 0,55% | 92,80 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 743 CHF | 459 243 CHF | 99,90% | 99,90% |