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% | 93,90 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 777 CHF | 473 777 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 94,10 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 690 CHF | 470 690 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 94,80 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 572 CHF | 474 572 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 95,50 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 010 CHF | 480 010 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 96,60 % | 96,80 % | 500 000 | 500 000 | 499 068 | 499 068 | 483 705 CHF | 484 704 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 97,00 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 175 CHF | 486 175 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 97,00 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 255 CHF | 486 255 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 97,60 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 167 CHF | 489 167 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 97,00 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 654 CHF | 485 654 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 97,20 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 108 CHF | 486 108 CHF | 99,76% | 99,76% |