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% | 81,17 % | 81,67 % | 500 000 | 500 000 | 500 000 | 500 000 | 411 637 CHF | 414 137 CHF | 100,00% | 100,00% |
19/11/2024 | 0,61% | 82,92 % | 83,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 450 CHF | 409 950 CHF | 89,37% | 89,37% |
18/11/2024 | 0,59% | 84,59 % | 85,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 423 043 CHF | 425 543 CHF | 99,30% | 99,30% |
15/11/2024 | 0,58% | 85,08 % | 85,58 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 068 CHF | 430 568 CHF | 100,00% | 100,00% |
14/11/2024 | 0,60% | 84,34 % | 84,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 492 CHF | 419 992 CHF | 90,86% | 90,86% |
13/11/2024 | 0,59% | 84,21 % | 84,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 424 299 CHF | 426 799 CHF | 99,03% | 99,03% |
12/11/2024 | 0,57% | 86,20 % | 86,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 940 CHF | 440 440 CHF | 98,26% | 98,26% |
11/11/2024 | 0,53% | 93,44 % | 93,94 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 202 CHF | 471 702 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 92,05 % | 92,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 808 CHF | 466 308 CHF | 99,84% | 99,84% |
07/11/2024 | 0,52% | 95,57 % | 96,07 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 042 CHF | 481 542 CHF | 99,97% | 99,97% |