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 | 0,20% | 97,60 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 083 CHF | 490 083 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 97,70 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 287 CHF | 488 287 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 97,40 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 439 CHF | 487 439 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 97,20 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 134 CHF | 488 134 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 97,70 % | 97,90 % | 500 000 | 500 000 | 499 032 | 499 032 | 485 475 CHF | 486 474 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 96,70 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 481 CHF | 484 481 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 97,20 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 905 CHF | 489 905 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 98,30 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 572 CHF | 494 572 CHF | 100,00% | 100,00% |
08/11/2024 | 0,20% | 98,70 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 288 CHF | 494 288 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 98,70 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 699 CHF | 494 699 CHF | 99,76% | 99,76% |