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 | 0,51% | 96,31 % | 96,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 576 CHF | 488 076 CHF | 100,00% | 100,00% |
19/11/2024 | 0,51% | 97,22 % | 97,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 218 CHF | 487 718 CHF | 89,37% | 89,37% |
18/11/2024 | 0,51% | 97,77 % | 98,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 900 CHF | 489 400 CHF | 99,68% | 99,68% |
15/11/2024 | 0,50% | 98,28 % | 98,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 656 CHF | 498 156 CHF | 100,00% | 100,00% |
14/11/2024 | 0,50% | 100,10 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 661 CHF | 503 161 CHF | 100,00% | 100,00% |
13/11/2024 | 0,50% | 99,18 % | 99,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 572 CHF | 499 072 CHF | 100,00% | 100,00% |
12/11/2024 | 0,50% | 99,89 % | 100,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 901 CHF | 504 401 CHF | 98,74% | 98,74% |
11/11/2024 | 0,49% | 100,69 % | 101,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 282 CHF | 506 782 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 100,31 % | 100,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 608 CHF | 503 108 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,28 % | 100,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 281 CHF | 503 781 CHF | 100,00% | 100,00% |