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% | 80,50 % | 81,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 915 CHF | 405 415 CHF | 100,00% | 100,00% |
19/11/2024 | 0,63% | 79,94 % | 80,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 042 CHF | 400 542 CHF | 89,37% | 89,37% |
18/11/2024 | 0,62% | 80,20 % | 80,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 399 013 CHF | 401 513 CHF | 99,67% | 99,67% |
15/11/2024 | 0,62% | 79,73 % | 80,23 % | 500 000 | 500 000 | 500 000 | 500 000 | 402 938 CHF | 405 438 CHF | 100,00% | 100,00% |
14/11/2024 | 0,61% | 81,53 % | 82,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 789 CHF | 410 289 CHF | 100,00% | 100,00% |
13/11/2024 | 0,61% | 81,69 % | 82,19 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 460 CHF | 412 960 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 82,29 % | 82,79 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 418 CHF | 414 918 CHF | 98,74% | 98,74% |
11/11/2024 | 0,60% | 83,51 % | 84,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 276 CHF | 420 776 CHF | 100,00% | 100,00% |
08/11/2024 | 0,60% | 83,12 % | 83,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 623 CHF | 420 123 CHF | 99,83% | 99,83% |
07/11/2024 | 0,59% | 83,98 % | 84,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 837 CHF | 425 337 CHF | 100,00% | 100,00% |