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% | 89,90 % | 90,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 440 CHF | 456 940 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 90,00 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 838 CHF | 455 338 CHF | 100,00% | 100,00% |
18/11/2024 | 0,55% | 91,40 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 471 CHF | 455 971 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 90,90 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 634 CHF | 458 134 CHF | 100,00% | 100,00% |
14/11/2024 | 0,54% | 91,80 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 493 CHF | 460 993 CHF | 99,10% | 99,10% |
13/11/2024 | 0,89% | 88,80 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 804 CHF | 450 787 CHF | 100,00% | 100,00% |
12/11/2024 | 0,55% | 89,60 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 205 CHF | 453 705 CHF | 100,00% | 100,00% |
11/11/2024 | 0,54% | 91,20 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 237 CHF | 460 737 CHF | 100,00% | 100,00% |
08/11/2024 | 0,54% | 91,20 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 086 CHF | 461 586 CHF | 100,00% | 100,00% |
07/11/2024 | 0,53% | 92,90 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 325 CHF | 468 825 CHF | 97,99% | 97,99% |