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 | 0,44% | 91,30 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 075 CHF | 460 075 CHF | 100,00% | 100,00% |
19/11/2024 | 0,22% | 91,00 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 396 CHF | 456 396 CHF | 100,00% | 100,00% |
18/11/2024 | 0,22% | 92,00 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 256 CHF | 462 256 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 93,40 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 892 CHF | 467 892 CHF | 100,00% | 100,00% |
14/11/2024 | 0,22% | 93,60 % | 93,80 % | 500 000 | 500 000 | 499 032 | 499 032 | 468 156 CHF | 469 155 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 93,50 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 640 CHF | 465 640 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 92,80 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 743 CHF | 467 743 CHF | 100,00% | 100,00% |
11/11/2024 | 0,21% | 93,80 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 651 CHF | 470 651 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 93,70 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 174 CHF | 469 174 CHF | 100,00% | 100,00% |
07/11/2024 | 0,21% | 94,00 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 797 CHF | 471 797 CHF | 99,76% | 99,76% |