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% | 96,60 % | 96,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 595 CHF | 487 144 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 233 CHF | 480 783 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 717 CHF | 484 267 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,00 % | 97,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 161 CHF | 484 710 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 96,40 % | 96,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 852 CHF | 482 402 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,90 % | 95,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 735 CHF | 475 285 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 94,80 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 253 CHF | 480 753 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 96,20 % | 96,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 852 CHF | 481 402 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,70 % | 96,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 238 CHF | 479 788 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 96,00 % | 96,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 634 CHF | 482 184 CHF | 99,23% | 99,23% |