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 | 0,53% | 93,60 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 959 CHF | 470 459 CHF | 99,37% | 99,37% |
19/11/2024 | 0,53% | 93,30 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 544 CHF | 469 044 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 92,60 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 470 CHF | 463 970 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 91,90 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 647 CHF | 463 147 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 93,30 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 563 CHF | 468 063 CHF | 99,10% | 99,10% |
13/11/2024 | 1,44% | 92,80 % | 93,30 % | 500 000 | 500 000 | 249 735 | 249 735 | 232 311 CHF | 234 987 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 94,50 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 254 CHF | 476 754 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 538 CHF | 481 038 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 94,70 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 565 CHF | 477 065 CHF | 100,00% | 100,00% |
07/11/2024 | 0,52% | 94,70 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 208 CHF | 477 708 CHF | 99,23% | 99,23% |