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% | 96,10 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 848 CHF | 481 848 CHF | 100,00% | 100,00% |
19/11/2024 | 0,21% | 95,60 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 215 CHF | 482 215 CHF | 100,00% | 100,00% |
18/11/2024 | 0,21% | 96,80 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 185 CHF | 485 185 CHF | 100,00% | 100,00% |
15/11/2024 | 0,21% | 96,50 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 150 CHF | 484 150 CHF | 100,00% | 100,00% |
14/11/2024 | 0,21% | 97,00 % | 97,20 % | 500 000 | 500 000 | 499 009 | 499 009 | 483 158 CHF | 484 157 CHF | 100,00% | 100,00% |
13/11/2024 | 0,21% | 96,90 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 696 CHF | 485 696 CHF | 100,00% | 100,00% |
12/11/2024 | 0,21% | 97,10 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 517 CHF | 487 517 CHF | 100,00% | 100,00% |
11/11/2024 | 0,20% | 97,60 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 271 CHF | 489 271 CHF | 100,00% | 100,00% |
08/11/2024 | 0,21% | 97,40 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 991 CHF | 487 991 CHF | 100,00% | 100,00% |
07/11/2024 | 0,20% | 97,70 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 038 CHF | 489 038 CHF | 100,00% | 100,00% |