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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,35% | 89,70 % | 90,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 331 CHF | 449 881 CHF | 99,90% | 99,90% |
20/11/2024 | 0,35% | 88,10 % | 88,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 013 CHF | 447 562 CHF | 98,77% | 98,77% |
19/11/2024 | 0,35% | 88,70 % | 89,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 976 CHF | 445 526 CHF | 100,00% | 100,00% |
18/11/2024 | 0,35% | 88,90 % | 89,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 992 CHF | 445 542 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 90,00 % | 90,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 420 CHF | 456 969 CHF | 99,04% | 99,04% |
14/11/2024 | 0,34% | 92,20 % | 92,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 210 CHF | 460 760 CHF | 99,10% | 99,10% |
13/11/2024 | 0,34% | 90,70 % | 91,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 457 CHF | 458 007 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 91,80 % | 92,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 892 CHF | 463 442 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 92,80 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 074 CHF | 468 624 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 93,00 % | 93,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 406 CHF | 469 956 CHF | 100,00% | 100,00% |