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 | 0,62% | 96,00 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 623 CHF | 485 623 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 96,45 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 889 CHF | 482 639 CHF | 100,00% | 100,00% |
18/11/2024 | 0,57% | 96,80 % | 97,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 516 CHF | 485 266 CHF | 100,00% | 100,00% |
15/11/2024 | 0,67% | 96,10 % | 96,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 669 CHF | 485 919 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 96,00 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 563 CHF | 481 563 CHF | 100,00% | 100,00% |
13/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 567 CHF | 486 067 CHF | 100,00% | 100,00% |
12/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 055 CHF | 492 555 CHF | 99,58% | 99,58% |
11/11/2024 | 0,50% | 99,15 % | 99,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 989 CHF | 498 489 CHF | 100,00% | 100,00% |
08/11/2024 | 0,50% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 784 CHF | 498 284 CHF | 99,66% | 99,66% |
07/11/2024 | 0,50% | 99,45 % | 99,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 626 CHF | 499 126 CHF | 99,91% | 99,91% |