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 | 0,35% | 85,60 % | 85,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 505 CHF | 431 005 CHF | 99,36% | 99,36% |
19/11/2024 | 0,35% | 86,10 % | 86,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 429 615 CHF | 431 115 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 88,90 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 431 CHF | 446 931 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 90,40 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 326 CHF | 451 826 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 91,40 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 560 CHF | 462 060 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 93,10 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 413 CHF | 469 913 CHF | 99,30% | 99,30% |
12/11/2024 | 0,31% | 95,00 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 082 CHF | 481 582 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 96,20 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 386 CHF | 476 886 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 93,80 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 834 CHF | 466 334 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 91,30 % | 91,60 % | 500 000 | 500 000 | 499 737 | 499 737 | 456 436 CHF | 457 937 CHF | 99,07% | 99,07% |