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 | 0,67% | 74,11 % | 74,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 392 CHF | 373 892 CHF | 100,00% | 100,00% |
19/11/2024 | 0,67% | 74,77 % | 75,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 373 360 CHF | 375 860 CHF | 89,36% | 89,36% |
18/11/2024 | 0,65% | 76,24 % | 76,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 383 565 CHF | 386 065 CHF | 99,66% | 99,66% |
15/11/2024 | 0,65% | 76,58 % | 77,08 % | 500 000 | 500 000 | 500 000 | 500 000 | 380 999 CHF | 383 499 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 75,49 % | 75,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 373 494 CHF | 375 994 CHF | 100,00% | 100,00% |
13/11/2024 | 0,68% | 73,77 % | 74,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 889 CHF | 369 389 CHF | 100,00% | 100,00% |
12/11/2024 | 0,68% | 72,75 % | 73,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 366 492 CHF | 368 992 CHF | 98,72% | 98,72% |
11/11/2024 | 0,66% | 75,28 % | 75,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 080 CHF | 378 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,66% | 74,49 % | 74,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 378 401 CHF | 380 901 CHF | 99,84% | 99,84% |
07/11/2024 | 0,62% | 80,14 % | 80,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 505 CHF | 402 005 CHF | 100,00% | 100,00% |