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 | 0,69% | 93,65 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 901 CHF | 474 151 CHF | 100,00% | 100,00% |
19/11/2024 | 0,69% | 94,35 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 550 CHF | 473 800 CHF | 100,00% | 100,00% |
18/11/2024 | 0,69% | 93,80 % | 94,45 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 856 CHF | 471 106 CHF | 100,00% | 100,00% |
15/11/2024 | 0,64% | 94,35 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 350 CHF | 473 350 CHF | 100,00% | 100,00% |
14/11/2024 | 0,63% | 95,05 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 355 CHF | 474 355 CHF | 100,00% | 100,00% |
13/11/2024 | 0,75% | 92,90 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 694 CHF | 466 194 CHF | 100,00% | 100,00% |
12/11/2024 | 0,69% | 92,75 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 725 CHF | 470 975 CHF | 99,69% | 99,69% |
11/11/2024 | 0,66% | 94,50 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 874 CHF | 474 977 CHF | 100,00% | 100,00% |
08/11/2024 | 0,63% | 94,10 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 189 CHF | 475 189 CHF | 99,16% | 99,16% |
07/11/2024 | 0,68% | 95,00 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 289 CHF | 480 539 CHF | 99,89% | 99,89% |