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 | 0,59% | 93,10 % | 93,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 355 CHF | 469 105 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 93,80 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 879 CHF | 471 379 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 95,30 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 646 CHF | 480 146 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 95,45 % | 95,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 611 CHF | 479 111 CHF | 100,00% | 100,00% |
14/11/2024 | 0,69% | 94,65 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 782 CHF | 472 032 CHF | 100,00% | 100,00% |
13/11/2024 | 0,76% | 92,65 % | 93,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 238 CHF | 463 738 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 91,05 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 311 CHF | 462 061 CHF | 100,00% | 100,00% |
11/11/2024 | 0,59% | 94,10 % | 94,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 281 CHF | 471 031 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,00 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 589 CHF | 475 089 CHF | 99,58% | 99,58% |
07/11/2024 | 0,51% | 97,30 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 280 CHF | 489 780 CHF | 40,63% | 40,63% |