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% | 90,05 % | 90,55 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 685 CHF | 454 185 CHF | 100,00% | 100,00% |
19/11/2024 | 0,55% | 90,16 % | 90,66 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 679 CHF | 454 179 CHF | 89,38% | 89,38% |
18/11/2024 | 0,54% | 91,99 % | 92,49 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 812 CHF | 461 312 CHF | 87,57% | 87,57% |
15/11/2024 | 0,54% | 91,34 % | 91,84 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 474 CHF | 459 974 CHF | 33,86% | 33,86% |
14/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
13/11/2024 | 0,55% | 91,45 % | 91,95 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 426 CHF | 458 926 CHF | 18,88% | 18,88% |
12/11/2024 | 0,54% | 91,93 % | 92,43 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 402 CHF | 463 902 CHF | 87,15% | 87,15% |
11/11/2024 | 0,53% | 93,26 % | 93,76 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 110 CHF | 470 610 CHF | 100,00% | 100,00% |
08/11/2024 | 0,53% | 93,30 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 635 CHF | 470 135 CHF | 99,84% | 99,84% |
07/11/2024 | 0,53% | 93,91 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 585 CHF | 473 085 CHF | 100,00% | 100,00% |