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 | 0,53% | 93,81 % | 94,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 251 CHF | 474 751 CHF | 100,00% | 100,00% |
19/11/2024 | 0,53% | 93,45 % | 93,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 138 CHF | 470 638 CHF | 89,40% | 89,40% |
18/11/2024 | 0,52% | 96,18 % | 96,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 565 CHF | 483 065 CHF | 99,67% | 99,67% |
15/11/2024 | 0,52% | 95,78 % | 96,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 128 CHF | 486 628 CHF | 100,00% | 100,00% |
14/11/2024 | 0,51% | 97,96 % | 98,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 691 CHF | 491 191 CHF | 100,00% | 100,00% |
13/11/2024 | 0,51% | 97,39 % | 97,89 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 828 CHF | 490 328 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,82 % | 98,32 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 590 CHF | 494 090 CHF | 98,72% | 98,72% |
11/11/2024 | 0,50% | 99,46 % | 99,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 250 CHF | 501 750 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 99,58 % | 100,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 984 CHF | 502 484 CHF | 99,83% | 99,83% |
07/11/2024 | 0,50% | 100,33 % | 100,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 502 930 CHF | 505 430 CHF | 100,00% | 100,00% |