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 | 0,32% | 95,30 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 931 CHF | 479 480 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 571 CHF | 478 121 CHF | 99,81% | 99,81% |
18/11/2024 | 0,32% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 370 CHF | 477 920 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 95,70 % | 96,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 190 CHF | 481 738 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 463 CHF | 482 013 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 96,10 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 930 CHF | 483 480 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 569 CHF | 486 119 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 518 CHF | 490 068 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 587 CHF | 488 137 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 97,60 % | 97,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 669 CHF | 490 219 CHF | 99,23% | 99,23% |