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 | 0,54% | 91,10 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 965 CHF | 460 465 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 90,80 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 200 CHF | 458 700 CHF | 100,00% | 100,00% |
18/11/2024 | 0,54% | 92,15 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 726 CHF | 461 226 CHF | 100,00% | 100,00% |
15/11/2024 | 0,54% | 90,90 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 694 CHF | 460 194 CHF | 100,00% | 100,00% |
14/11/2024 | 0,55% | 91,40 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 572 CHF | 456 072 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 90,80 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 923 CHF | 457 423 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 90,45 % | 90,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 685 CHF | 461 185 CHF | 99,77% | 99,77% |
11/11/2024 | 0,54% | 93,65 % | 94,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 125 CHF | 465 625 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 92,45 % | 92,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 351 CHF | 468 851 CHF | 99,55% | 99,55% |
07/11/2024 | 0,53% | 94,45 % | 94,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 297 CHF | 468 797 CHF | 99,91% | 99,91% |