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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,21% | 92,90 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 973 CHF | 465 973 CHF | 100,00% | 100,00% |
22/11/2024 | 0,22% | 93,60 % | 93,80 % | 500 000 | 500 000 | 499 672 | 499 672 | 466 601 CHF | 467 601 CHF | 99,99% | 99,99% |
20/11/2024 | 0,21% | 92,70 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 774 CHF | 465 774 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 92,80 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 806 CHF | 464 806 CHF | 99,81% | 99,81% |
18/11/2024 | 0,43% | 93,00 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 845 CHF | 465 845 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 93,30 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 039 CHF | 469 039 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 93,70 % | 93,90 % | 500 000 | 500 000 | 499 074 | 499 074 | 468 252 CHF | 469 251 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 93,90 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 707 CHF | 471 707 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 94,50 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 162 CHF | 475 162 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 95,10 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 180 CHF | 478 180 CHF | 100,00% | 100,00% |