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 | 0,54% | 92,49 % | 92,99 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 036 CHF | 467 536 CHF | 100,00% | 100,00% |
19/11/2024 | 0,54% | 92,79 % | 93,29 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 868 CHF | 467 368 CHF | 89,38% | 89,38% |
18/11/2024 | 0,53% | 94,65 % | 95,15 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 368 CHF | 474 868 CHF | 99,68% | 99,68% |
15/11/2024 | 0,53% | 93,67 % | 94,17 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 095 CHF | 473 595 CHF | 100,00% | 100,00% |
14/11/2024 | 0,53% | 94,89 % | 95,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 604 CHF | 476 104 CHF | 100,00% | 100,00% |
13/11/2024 | 0,53% | 94,07 % | 94,57 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 846 CHF | 473 346 CHF | 100,00% | 100,00% |
12/11/2024 | 0,53% | 94,21 % | 94,71 % | 500 000 | 500 000 | 500 000 | 499 993 | 472 524 CHF | 475 018 CHF | 98,75% | 98,75% |
11/11/2024 | 0,52% | 95,23 % | 95,73 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 080 CHF | 479 580 CHF | 100,00% | 100,00% |
08/11/2024 | 0,52% | 95,20 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 884 CHF | 479 384 CHF | 99,84% | 99,84% |
07/11/2024 | 0,52% | 95,55 % | 96,05 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 959 CHF | 480 459 CHF | 100,00% | 100,00% |