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% | 91,90 % | 92,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 763 CHF | 465 312 CHF | 100,00% | 100,00% |
19/11/2024 | 0,34% | 92,80 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 683 CHF | 463 233 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 92,40 % | 92,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 457 CHF | 466 007 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 93,30 % | 93,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 284 CHF | 469 833 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 93,40 % | 93,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 288 CHF | 464 838 CHF | 99,10% | 99,10% |
13/11/2024 | 0,34% | 91,40 % | 91,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 045 CHF | 455 595 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 91,00 % | 91,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 779 CHF | 461 329 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 93,20 % | 93,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 962 CHF | 467 512 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 92,80 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 937 CHF | 466 487 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 93,80 % | 94,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 313 CHF | 470 863 CHF | 100,00% | 100,00% |