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 | 0,34% | 91,70 % | 92,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 722 CHF | 462 272 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 92,60 % | 92,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 887 CHF | 464 437 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 93,00 % | 93,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 175 CHF | 465 725 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 92,70 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 570 CHF | 467 119 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 93,80 % | 94,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 681 CHF | 471 231 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,00 % | 94,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 889 CHF | 466 439 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 93,00 % | 93,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 438 CHF | 471 988 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 596 CHF | 472 146 CHF | 100,00% | 100,00% |
08/11/2024 | 0,33% | 93,80 % | 94,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 134 CHF | 471 684 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 94,60 % | 94,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 218 CHF | 475 768 CHF | 99,23% | 99,23% |