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 | 0,47% | 89,80 % | 90,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 467 CHF | 448 586 CHF | 100,00% | 100,00% |
19/11/2024 | 0,35% | 89,50 % | 89,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 068 CHF | 452 660 CHF | 100,00% | 100,00% |
18/11/2024 | 0,34% | 91,30 % | 91,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 395 CHF | 454 945 CHF | 100,00% | 100,00% |
15/11/2024 | 0,34% | 91,70 % | 92,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 832 CHF | 457 381 CHF | 100,00% | 100,00% |
14/11/2024 | 0,34% | 90,70 % | 91,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 103 CHF | 452 653 CHF | 99,10% | 99,10% |
13/11/2024 | 0,34% | 90,30 % | 90,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 750 CHF | 454 300 CHF | 100,00% | 100,00% |
12/11/2024 | 0,34% | 89,90 % | 90,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 103 CHF | 455 653 CHF | 100,00% | 100,00% |
11/11/2024 | 0,33% | 92,80 % | 93,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 296 CHF | 463 846 CHF | 100,00% | 100,00% |
08/11/2024 | 0,34% | 92,10 % | 92,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 684 CHF | 463 234 CHF | 100,00% | 100,00% |
07/11/2024 | 0,33% | 93,90 % | 94,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 987 CHF | 471 537 CHF | 99,23% | 99,23% |