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 | 0,54% | 90,50 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 082 CHF | 461 582 CHF | 99,84% | 99,84% |
19/11/2024 | 0,55% | 90,78 % | 91,28 % | 500 000 | 500 000 | 499 996 | 500 000 | 456 781 CHF | 459 285 CHF | 89,35% | 89,35% |
18/11/2024 | 0,52% | 95,62 % | 96,12 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 475 CHF | 478 975 CHF | 98,35% | 98,35% |
15/11/2024 | 0,53% | 93,18 % | 93,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 285 CHF | 476 785 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,84 % | 97,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 891 CHF | 484 391 CHF | 99,71% | 99,71% |
13/11/2024 | 0,53% | 94,45 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 595 CHF | 476 095 CHF | 100,00% | 100,00% |
12/11/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 280 CHF | 482 780 CHF | 98,73% | 98,73% |
11/11/2024 | 0,51% | 97,98 % | 98,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 603 CHF | 495 103 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,88 % | 98,38 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 822 CHF | 494 322 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 98,67 % | 99,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 422 CHF | 496 922 CHF | 99,70% | 99,70% |