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 | 0,41% | 97,20 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 341 CHF | 489 341 CHF | 100,00% | 100,00% |
19/11/2024 | 0,41% | 97,20 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 014 CHF | 488 014 CHF | 99,86% | 99,86% |
18/11/2024 | 0,41% | 97,50 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 326 CHF | 489 326 CHF | 99,93% | 99,93% |
15/11/2024 | 0,41% | 97,40 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 469 CHF | 490 469 CHF | 99,38% | 99,38% |
14/11/2024 | 0,41% | 98,20 % | 98,60 % | 500 000 | 500 000 | 498 925 | 498 925 | 488 548 CHF | 490 545 CHF | 100,00% | 100,00% |
13/11/2024 | 0,41% | 97,70 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 111 CHF | 490 111 CHF | 99,89% | 99,89% |
12/11/2024 | 0,41% | 97,70 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 960 CHF | 491 960 CHF | 100,00% | 100,00% |
11/11/2024 | 0,41% | 98,40 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 214 CHF | 494 214 CHF | 100,00% | 100,00% |
08/11/2024 | 0,41% | 98,10 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 600 CHF | 492 600 CHF | 100,00% | 100,00% |
07/11/2024 | 0,40% | 98,50 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 945 CHF | 494 945 CHF | 99,76% | 99,76% |