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 | 0,68% | 73,18 % | 73,68 % | 500 000 | 500 000 | 500 000 | 500 000 | 368 192 CHF | 370 692 CHF | 100,00% | 100,00% |
19/11/2024 | 0,68% | 73,99 % | 74,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 367 341 CHF | 369 841 CHF | 89,36% | 89,36% |
18/11/2024 | 0,67% | 74,80 % | 75,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 374 147 CHF | 376 647 CHF | 99,67% | 99,67% |
15/11/2024 | 0,66% | 74,96 % | 75,46 % | 500 000 | 500 000 | 500 000 | 500 000 | 375 974 CHF | 378 474 CHF | 100,00% | 100,00% |
14/11/2024 | 0,67% | 74,61 % | 75,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 370 851 CHF | 373 351 CHF | 100,00% | 100,00% |
13/11/2024 | 0,67% | 74,26 % | 74,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 371 887 CHF | 374 387 CHF | 100,00% | 100,00% |
12/11/2024 | 0,66% | 74,78 % | 75,28 % | 500 000 | 500 000 | 500 000 | 500 000 | 376 408 CHF | 378 908 CHF | 98,73% | 98,73% |
11/11/2024 | 0,64% | 78,01 % | 78,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 390 957 CHF | 393 457 CHF | 100,00% | 100,00% |
08/11/2024 | 0,64% | 77,36 % | 77,86 % | 500 000 | 500 000 | 500 000 | 499 987 | 389 184 CHF | 391 674 CHF | 99,83% | 99,83% |
07/11/2024 | 0,63% | 79,50 % | 80,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 398 303 CHF | 400 803 CHF | 100,00% | 100,00% |