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% | 94,50 % | 94,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 636 CHF | 473 185 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 94,10 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 572 CHF | 472 122 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 94,20 % | 94,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 040 CHF | 471 590 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 94,40 % | 94,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 159 CHF | 474 707 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 95,70 % | 96,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 568 CHF | 478 118 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,90 % | 95,21 % | 500 000 | 500 000 | 500 000 | 499 801 | 474 561 CHF | 475 922 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 058 CHF | 479 608 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 95,70 % | 96,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 263 CHF | 480 813 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 211 CHF | 479 761 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 499 993 | 479 895 CHF | 481 438 CHF | 99,24% | 99,24% |