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 | 0,44% | 86,30 % | 86,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 718 CHF | 434 611 CHF | 100,00% | 100,00% |
19/11/2024 | 1,04% | 85,00 % | 85,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 191 CHF | 428 636 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 85,30 % | 86,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 658 CHF | 429 057 CHF | 100,00% | 100,00% |
15/11/2024 | 0,45% | 84,80 % | 85,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 275 CHF | 433 196 CHF | 100,00% | 100,00% |
14/11/2024 | 0,35% | 87,30 % | 87,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 511 CHF | 439 061 CHF | 99,10% | 99,10% |
13/11/2024 | 0,35% | 87,50 % | 87,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 696 CHF | 441 246 CHF | 100,00% | 100,00% |
12/11/2024 | 0,35% | 88,10 % | 88,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 545 CHF | 443 095 CHF | 100,00% | 100,00% |
11/11/2024 | 0,35% | 89,20 % | 89,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 797 CHF | 448 347 CHF | 100,00% | 100,00% |
08/11/2024 | 0,35% | 88,80 % | 89,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 176 CHF | 447 726 CHF | 100,00% | 100,00% |
07/11/2024 | 0,34% | 89,70 % | 90,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 954 CHF | 452 504 CHF | 99,23% | 99,23% |