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 | 0,52% | 95,25 % | 95,75 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 423 CHF | 480 923 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 589 CHF | 481 089 CHF | 100,00% | 100,00% |
18/11/2024 | 0,52% | 96,40 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 195 CHF | 483 695 CHF | 100,00% | 100,00% |
15/11/2024 | 0,52% | 96,00 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 961 CHF | 484 461 CHF | 100,00% | 100,00% |
14/11/2024 | 0,57% | 97,30 % | 97,85 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 597 CHF | 487 347 CHF | 100,00% | 100,00% |
13/11/2024 | 0,57% | 96,75 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 402 CHF | 487 152 CHF | 100,00% | 100,00% |
12/11/2024 | 0,56% | 96,85 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 478 CHF | 488 228 CHF | 98,75% | 98,75% |
11/11/2024 | 0,51% | 97,55 % | 98,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 709 CHF | 490 209 CHF | 100,00% | 100,00% |
08/11/2024 | 0,51% | 97,15 % | 97,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 673 CHF | 488 173 CHF | 99,14% | 99,14% |
07/11/2024 | 0,61% | 97,40 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 613 CHF | 490 613 CHF | 40,72% | 40,72% |