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 | 0,56% | 88,33 % | 88,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 353 CHF | 445 853 CHF | 99,97% | 99,97% |
19/11/2024 | 0,56% | 89,60 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 151 CHF | 450 651 CHF | 89,38% | 89,38% |
18/11/2024 | 0,53% | 93,18 % | 93,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 869 CHF | 472 369 CHF | 99,67% | 99,67% |
15/11/2024 | 0,54% | 93,72 % | 94,22 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 497 CHF | 466 997 CHF | 100,00% | 100,00% |
14/11/2024 | 0,56% | 91,53 % | 92,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 013 CHF | 450 513 CHF | 100,00% | 100,00% |
13/11/2024 | 0,58% | 87,16 % | 87,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 725 CHF | 433 225 CHF | 100,00% | 100,00% |
12/11/2024 | 0,58% | 84,44 % | 84,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 938 CHF | 431 438 CHF | 96,04% | 96,04% |
11/11/2024 | 0,55% | 90,69 % | 91,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 758 CHF | 455 258 CHF | 85,55% | 85,55% |
08/11/2024 | 0,54% | 89,15 % | 89,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 335 CHF | 461 835 CHF | 93,19% | 93,19% |
07/11/2024 | 0,51% | 97,92 % | 98,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 298 CHF | 490 798 CHF | 99,41% | 99,41% |