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 | 0,21% | 94,80 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 822 CHF | 475 822 CHF | 100,00% | 100,00% |
19/11/2024 | 0,42% | 94,20 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 201 CHF | 474 201 CHF | 100,00% | 100,00% |
18/11/2024 | 0,42% | 95,20 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 070 CHF | 479 070 CHF | 99,50% | 99,50% |
15/11/2024 | 0,42% | 96,40 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 501 CHF | 479 501 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 96,00 % | 96,20 % | 500 000 | 500 000 | 499 067 | 499 067 | 481 114 CHF | 482 113 CHF | 100,00% | 100,00% |
13/11/2024 | 0,42% | 96,30 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 385 CHF | 482 385 CHF | 99,67% | 99,67% |
12/11/2024 | 0,21% | 96,70 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 058 CHF | 487 058 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 98,20 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 410 CHF | 490 410 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 96,70 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 318 CHF | 486 318 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 97,00 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 692 CHF | 485 692 CHF | 99,76% | 99,76% |