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 | 0,57% | 87,01 % | 87,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 382 CHF | 440 882 CHF | 100,00% | 100,00% |
19/11/2024 | 0,57% | 87,28 % | 87,78 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 844 CHF | 439 344 CHF | 89,36% | 89,36% |
18/11/2024 | 0,56% | 88,44 % | 88,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 174 CHF | 447 674 CHF | 99,67% | 99,67% |
15/11/2024 | 0,56% | 88,67 % | 89,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 608 CHF | 451 108 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 90,92 % | 91,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 446 CHF | 456 946 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 90,09 % | 90,59 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 840 CHF | 454 340 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 90,19 % | 90,69 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 396 CHF | 455 896 CHF | 98,75% | 98,75% |
11/11/2024 | 0,55% | 91,20 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 669 CHF | 459 169 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 90,90 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 388 CHF | 457 888 CHF | 99,84% | 99,84% |
07/11/2024 | 0,55% | 91,17 % | 91,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 739 CHF | 458 239 CHF | 100,00% | 100,00% |