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 | 0,61% | 82,30 % | 82,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 736 CHF | 414 236 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 81,80 % | 82,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 661 CHF | 410 161 CHF | 89,37% | 89,37% |
18/11/2024 | 0,61% | 81,92 % | 82,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 408 129 CHF | 410 629 CHF | 99,66% | 99,66% |
15/11/2024 | 0,61% | 81,55 % | 82,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 356 CHF | 413 856 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 83,02 % | 83,52 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 315 CHF | 417 815 CHF | 100,00% | 100,00% |
13/11/2024 | 0,60% | 83,26 % | 83,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 789 CHF | 420 289 CHF | 100,00% | 100,00% |
12/11/2024 | 0,60% | 83,53 % | 84,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 882 CHF | 421 382 CHF | 98,73% | 98,73% |
11/11/2024 | 0,59% | 84,42 % | 84,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 422 444 CHF | 424 944 CHF | 100,00% | 100,00% |
08/11/2024 | 0,59% | 84,08 % | 84,58 % | 500 000 | 500 000 | 500 000 | 499 989 | 421 940 CHF | 424 430 CHF | 99,82% | 99,82% |
07/11/2024 | 0,59% | 84,70 % | 85,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 426 069 CHF | 428 569 CHF | 100,00% | 100,00% |