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% | 94,30 % | 94,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 784 CHF | 474 333 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 94,10 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 404 CHF | 472 954 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 723 CHF | 475 273 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 95,20 % | 95,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 525 CHF | 477 074 CHF | 99,04% | 99,04% |
14/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 274 CHF | 473 824 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,40 % | 94,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 317 CHF | 474 867 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 151 CHF | 474 701 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 95,10 % | 95,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 904 CHF | 477 454 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 95,00 % | 95,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 269 CHF | 475 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 95,10 % | 95,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 403 CHF | 476 953 CHF | 99,23% | 99,23% |