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 | 0,63% | 78,53 % | 79,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 962 CHF | 398 462 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 79,32 % | 79,82 % | 500 000 | 500 000 | 500 000 | 500 000 | 396 768 CHF | 399 268 CHF | 89,37% | 89,37% |
18/11/2024 | 0,62% | 79,65 % | 80,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 981 CHF | 401 481 CHF | 99,67% | 99,67% |
15/11/2024 | 0,62% | 80,66 % | 81,16 % | 500 000 | 500 000 | 500 000 | 500 000 | 405 005 CHF | 407 505 CHF | 100,00% | 100,00% |
14/11/2024 | 0,62% | 81,75 % | 82,25 % | 500 000 | 500 000 | 500 000 | 500 000 | 404 404 CHF | 406 904 CHF | 99,94% | 99,94% |
13/11/2024 | 0,61% | 81,26 % | 81,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 890 CHF | 411 390 CHF | 98,56% | 98,56% |
12/11/2024 | 0,59% | 82,60 % | 83,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 421 934 CHF | 424 434 CHF | 98,71% | 98,71% |
11/11/2024 | 0,55% | 89,90 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 859 CHF | 452 359 CHF | 100,00% | 100,00% |
08/11/2024 | 0,56% | 89,13 % | 89,63 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 885 CHF | 448 385 CHF | 99,83% | 99,83% |
07/11/2024 | 0,55% | 89,93 % | 90,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 206 CHF | 452 706 CHF | 100,00% | 100,00% |