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 | 0,34% | 91,70 % | 92,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 219 CHF | 461 768 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 92,50 % | 92,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 391 CHF | 463 941 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 92,90 % | 93,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 764 CHF | 465 314 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 92,70 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 274 CHF | 466 823 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 93,80 % | 94,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 386 CHF | 470 936 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,00 % | 94,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 247 CHF | 465 797 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 92,90 % | 93,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 887 CHF | 471 437 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 335 CHF | 471 885 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 93,70 % | 94,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 667 CHF | 471 217 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 099 CHF | 475 649 CHF | 99,23% | 99,23% |