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 | 0,55% | 90,34 % | 90,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 190 CHF | 455 690 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 90,41 % | 90,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 859 CHF | 455 359 CHF | 89,37% | 89,37% |
18/11/2024 | 0,54% | 92,18 % | 92,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 012 CHF | 462 512 CHF | 99,67% | 99,67% |
15/11/2024 | 0,54% | 91,40 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 591 CHF | 462 091 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 92,63 % | 93,13 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 669 CHF | 464 169 CHF | 100,00% | 100,00% |
13/11/2024 | 0,54% | 91,64 % | 92,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 563 CHF | 461 063 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 91,84 % | 92,34 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 720 CHF | 463 220 CHF | 98,74% | 98,74% |
11/11/2024 | 0,53% | 92,99 % | 93,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 350 CHF | 468 850 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 92,95 % | 93,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 709 CHF | 468 209 CHF | 99,83% | 99,83% |
07/11/2024 | 0,53% | 93,46 % | 93,96 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 165 CHF | 470 665 CHF | 100,00% | 100,00% |