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 | 0,52% | 95,59 % | 96,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 375 CHF | 480 875 CHF | 100,00% | 100,00% |
19/11/2024 | 0,52% | 96,07 % | 96,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 175 CHF | 482 675 CHF | 89,36% | 89,36% |
18/11/2024 | 0,51% | 97,00 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 191 CHF | 488 691 CHF | 99,67% | 99,67% |
15/11/2024 | 0,51% | 97,14 % | 97,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 730 CHF | 487 230 CHF | 100,00% | 100,00% |
14/11/2024 | 0,52% | 96,42 % | 96,92 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 318 CHF | 481 818 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 95,15 % | 95,65 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 293 CHF | 476 793 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 94,33 % | 94,83 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 562 CHF | 476 062 CHF | 98,71% | 98,71% |
11/11/2024 | 0,52% | 96,14 % | 96,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 432 CHF | 482 932 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 95,60 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 086 CHF | 484 586 CHF | 99,83% | 99,83% |
07/11/2024 | 0,51% | 98,85 % | 99,35 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 576 CHF | 496 076 CHF | 100,00% | 100,00% |