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 | 0,55% | 90,12 % | 90,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 915 CHF | 457 415 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 90,76 % | 91,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 563 CHF | 457 063 CHF | 89,37% | 89,37% |
18/11/2024 | 0,55% | 91,06 % | 91,56 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 433 CHF | 454 933 CHF | 99,67% | 99,67% |
15/11/2024 | 0,54% | 92,15 % | 92,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 636 CHF | 467 136 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,65 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 180 CHF | 473 680 CHF | 100,00% | 100,00% |
13/11/2024 | 0,55% | 91,12 % | 91,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 729 CHF | 458 229 CHF | 100,00% | 100,00% |
12/11/2024 | 0,54% | 91,71 % | 92,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 851 CHF | 463 351 CHF | 98,73% | 98,73% |
11/11/2024 | 0,54% | 91,87 % | 92,37 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 076 CHF | 462 576 CHF | 100,00% | 100,00% |
08/11/2024 | 0,55% | 90,94 % | 91,44 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 361 CHF | 457 861 CHF | 99,83% | 99,83% |
07/11/2024 | 0,55% | 91,11 % | 91,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 074 CHF | 456 574 CHF | 100,00% | 100,00% |