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 | 0,32% | 95,80 % | 96,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 661 CHF | 481 210 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 95,10 % | 95,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 237 CHF | 481 787 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 722 CHF | 485 272 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 96,30 % | 96,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 850 CHF | 483 399 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 811 CHF | 484 361 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 96,60 % | 96,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 473 CHF | 485 023 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 96,80 % | 97,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 420 CHF | 486 970 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 789 CHF | 488 339 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 145 CHF | 486 695 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 178 CHF | 488 728 CHF | 99,23% | 99,23% |