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 | 0,52% | 96,42 % | 96,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 118 CHF | 485 618 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 96,69 % | 97,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 547 CHF | 485 047 CHF | 89,38% | 89,38% |
18/11/2024 | 0,52% | 96,87 % | 97,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 231 CHF | 485 731 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 96,81 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 719 CHF | 487 219 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,18 % | 97,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 765 CHF | 488 265 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 96,91 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 016 CHF | 487 516 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,38 % | 97,88 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 433 CHF | 490 933 CHF | 98,74% | 98,74% |
11/11/2024 | 0,51% | 97,96 % | 98,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 170 CHF | 492 670 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,58 % | 98,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 273 CHF | 491 773 CHF | 99,83% | 99,83% |
07/11/2024 | 0,51% | 98,16 % | 98,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 109 CHF | 494 609 CHF | 100,00% | 100,00% |