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 | 0,53% | 93,38 % | 93,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 817 CHF | 473 317 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 94,20 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 104 CHF | 475 604 CHF | 89,37% | 89,37% |
18/11/2024 | 0,52% | 94,53 % | 95,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 122 CHF | 481 622 CHF | 99,67% | 99,67% |
15/11/2024 | 0,52% | 96,05 % | 96,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 406 CHF | 483 906 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,17 % | 96,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 001 CHF | 483 501 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 96,13 % | 96,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 194 CHF | 483 694 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 96,18 % | 96,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 910 CHF | 483 410 CHF | 98,73% | 98,73% |
11/11/2024 | 0,52% | 96,46 % | 96,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 559 CHF | 484 059 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 96,07 % | 96,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 909 CHF | 481 409 CHF | 99,83% | 99,83% |
07/11/2024 | 0,52% | 95,86 % | 96,36 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 469 CHF | 481 969 CHF | 100,00% | 100,00% |