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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,76% | 92,90 % | 93,60 % | 500 000 | 500 000 | 500 000 | 499 947 | 461 142 CHF | 464 592 CHF | 99,47% | 99,47% |
22/11/2024 | 0,76% | 91,30 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 392 CHF | 459 892 CHF | 99,62% | 99,62% |
20/11/2024 | 0,76% | 90,00 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 717 CHF | 460 217 CHF | 100,00% | 100,00% |
19/11/2024 | 0,76% | 92,60 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 776 CHF | 465 276 CHF | 100,00% | 100,00% |
18/11/2024 | 0,76% | 91,90 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 921 CHF | 464 421 CHF | 100,00% | 100,00% |
15/11/2024 | 0,74% | 92,80 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 755 CHF | 472 255 CHF | 98,35% | 98,35% |
14/11/2024 | 0,94% | 95,50 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 449 CHF | 481 949 CHF | 99,10% | 99,10% |
13/11/2024 | 0,92% | 94,80 % | 95,70 % | 500 000 | 500 000 | 499 734 | 499 717 | 472 674 CHF | 477 011 CHF | 99,19% | 99,19% |