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% | 96,20 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 413 CHF | 485 913 CHF | 99,37% | 99,37% |
19/11/2024 | 0,52% | 96,10 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 543 CHF | 483 043 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 96,50 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 569 CHF | 485 069 CHF | 100,00% | 100,00% |
15/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 350 CHF | 488 850 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,50 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 166 CHF | 488 666 CHF | 99,10% | 99,10% |
13/11/2024 | 0,51% | 97,10 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 924 CHF | 488 424 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 244 CHF | 493 744 CHF | 100,00% | 100,00% |
11/11/2024 | 0,51% | 98,60 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 738 CHF | 495 238 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,80 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 013 CHF | 492 513 CHF | 100,00% | 100,00% |
07/11/2024 | 0,51% | 99,00 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 474 CHF | 495 974 CHF | 99,23% | 99,23% |