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 | 0,33% | 92,70 % | 93,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 259 CHF | 467 808 CHF | 99,37% | 99,37% |
19/11/2024 | 0,33% | 93,40 % | 93,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 770 CHF | 466 320 CHF | 100,00% | 100,00% |
18/11/2024 | 0,53% | 93,80 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 335 CHF | 473 835 CHF | 100,00% | 100,00% |
15/11/2024 | 0,32% | 95,30 % | 95,61 % | 500 000 | 500 000 | 500 000 | 499 973 | 477 435 CHF | 478 958 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 680 CHF | 473 230 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 93,40 % | 93,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 986 CHF | 469 536 CHF | 100,00% | 100,00% |
12/11/2024 | 0,33% | 93,60 % | 93,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 739 CHF | 472 289 CHF | 100,00% | 100,00% |
11/11/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 306 CHF | 481 806 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 95,50 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 175 CHF | 482 675 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 97,70 % | 98,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 702 CHF | 492 252 CHF | 99,23% | 99,23% |