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% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 621 CHF | 482 121 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,40 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 796 CHF | 481 296 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 582 CHF | 481 082 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 516 CHF | 483 016 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,80 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 294 CHF | 485 794 CHF | 99,10% | 99,10% |
13/11/2024 | 0,53% | 94,70 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 797 CHF | 477 297 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 270 CHF | 478 770 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 95,80 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 450 CHF | 482 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 850 CHF | 482 350 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 96,70 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 376 CHF | 487 876 CHF | 99,23% | 99,23% |