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 | 0,81% | 61,54 % | 62,04 % | 500 000 | 500 000 | 500 000 | 500 000 | 308 656 CHF | 311 156 CHF | 100,00% | 100,00% |
19/11/2024 | 0,78% | 62,81 % | 63,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 319 170 CHF | 321 670 CHF | 89,32% | 89,32% |
18/11/2024 | 0,80% | 63,12 % | 63,62 % | 500 000 | 500 000 | 500 000 | 500 000 | 310 243 CHF | 312 743 CHF | 99,63% | 99,63% |
15/11/2024 | 0,79% | 60,85 % | 61,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 314 933 CHF | 317 433 CHF | 99,87% | 99,87% |
14/11/2024 | 0,74% | 66,93 % | 67,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 336 547 CHF | 339 047 CHF | 99,00% | 99,00% |
13/11/2024 | 0,73% | 67,81 % | 68,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 343 259 CHF | 345 759 CHF | 99,94% | 99,94% |
12/11/2024 | 0,73% | 68,24 % | 68,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 342 678 CHF | 345 178 CHF | 98,71% | 98,71% |
11/11/2024 | 0,69% | 69,92 % | 70,42 % | 500 000 | 500 000 | 500 000 | 500 000 | 363 628 CHF | 366 128 CHF | 100,00% | 100,00% |
08/11/2024 | 0,65% | 74,16 % | 74,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 384 288 CHF | 386 788 CHF | 99,83% | 99,83% |
07/11/2024 | 0,63% | 78,76 % | 79,26 % | 500 000 | 500 000 | 500 000 | 500 000 | 397 158 CHF | 399 658 CHF | 62,45% | 62,45% |