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% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 776 CHF | 492 325 CHF | 99,37% | 99,37% |
19/11/2024 | 0,32% | 97,90 % | 98,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 195 CHF | 489 745 CHF | 100,00% | 100,00% |
18/11/2024 | 0,32% | 97,10 % | 97,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 998 CHF | 487 548 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 752 CHF | 488 300 CHF | 100,00% | 100,00% |
14/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 230 CHF | 488 780 CHF | 99,10% | 99,10% |
13/11/2024 | 0,32% | 97,30 % | 97,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 854 CHF | 488 404 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 97,50 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 375 CHF | 490 925 CHF | 100,00% | 100,00% |
11/11/2024 | 0,31% | 98,40 % | 98,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 141 CHF | 493 691 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 98,20 % | 98,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 190 CHF | 492 740 CHF | 100,00% | 100,00% |
07/11/2024 | 0,31% | 98,60 % | 98,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 111 CHF | 494 661 CHF | 95,44% | 95,44% |