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 | 0,25% | 78,50 % | 78,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 394 357 CHF | 395 357 CHF | 100,00% | 100,00% |
19/11/2024 | 0,26% | 78,40 % | 78,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 386 908 CHF | 387 908 CHF | 100,00% | 100,00% |
18/11/2024 | 0,25% | 80,10 % | 80,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 395 850 CHF | 396 850 CHF | 100,00% | 100,00% |
15/11/2024 | 0,25% | 80,70 % | 80,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 038 CHF | 408 038 CHF | 100,00% | 100,00% |
14/11/2024 | 0,25% | 82,30 % | 82,50 % | 500 000 | 500 000 | 499 063 | 499 063 | 405 944 CHF | 406 943 CHF | 98,65% | 98,65% |
13/11/2024 | 0,22% | 89,40 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 580 CHF | 451 580 CHF | 100,00% | 100,00% |
12/11/2024 | 0,22% | 90,70 % | 90,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 601 CHF | 460 601 CHF | 100,00% | 100,00% |
11/11/2024 | 0,43% | 93,50 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 227 CHF | 471 227 CHF | 100,00% | 100,00% |
08/11/2024 | 0,43% | 93,70 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 248 CHF | 470 248 CHF | 100,00% | 100,00% |
07/11/2024 | 0,41% | 97,10 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 055 CHF | 489 055 CHF | 99,32% | 99,32% |