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 | 0,21% | 95,70 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 350 CHF | 480 350 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 95,70 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 921 CHF | 478 921 CHF | 99,81% | 99,81% |
18/11/2024 | 0,42% | 95,80 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 926 CHF | 479 926 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 96,00 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 490 CHF | 481 490 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 96,20 % | 96,40 % | 500 000 | 500 000 | 499 036 | 499 036 | 480 457 CHF | 481 456 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 96,30 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 820 CHF | 483 820 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 96,70 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 653 CHF | 485 653 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 97,20 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 746 CHF | 488 746 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 97,10 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 807 CHF | 488 807 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 97,60 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 957 CHF | 489 957 CHF | 100,00% | 100,00% |