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 | 0,33% | 92,00 % | 92,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 038 CHF | 463 587 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 92,50 % | 92,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 565 CHF | 468 115 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 93,60 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 199 CHF | 472 699 CHF | 100,00% | 100,00% |
15/11/2024 | 0,53% | 94,30 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 221 CHF | 474 721 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 95,90 % | 96,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 369 CHF | 486 919 CHF | 99,10% | 99,10% |
13/11/2024 | 1,00% | 98,30 % | 98,61 % | 500 000 | 500 000 | 190 829 | 190 829 | 186 779 CHF | 187 709 CHF | 99,30% | 99,30% |
12/11/2024 | 0,31% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 913 CHF | 493 463 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 606 CHF | 494 156 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 748 CHF | 490 298 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 97,80 % | 98,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 138 CHF | 491 688 CHF | 99,23% | 99,23% |