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 | 0,31% | 95,60 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 143 CHF | 482 643 CHF | 99,37% | 99,37% |
19/11/2024 | 0,31% | 95,80 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 069 CHF | 479 569 CHF | 100,00% | 100,00% |
18/11/2024 | 0,31% | 95,70 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 662 CHF | 479 162 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,70 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 170 CHF | 482 670 CHF | 100,00% | 100,00% |
14/11/2024 | 0,31% | 97,40 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 693 CHF | 484 193 CHF | 99,10% | 99,10% |
13/11/2024 | 0,31% | 95,40 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 106 CHF | 477 606 CHF | 99,27% | 99,27% |
12/11/2024 | 0,31% | 95,70 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 650 CHF | 482 150 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 97,40 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 085 CHF | 489 585 CHF | 100,00% | 100,00% |
08/11/2024 | 0,31% | 96,90 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 788 CHF | 487 288 CHF | 100,00% | 100,00% |
07/11/2024 | 0,30% | 98,10 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 278 CHF | 493 778 CHF | 99,23% | 99,23% |