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 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 613 CHF | 480 613 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 453 CHF | 475 453 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 992 CHF | 485 992 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 711 CHF | 481 711 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 604 CHF | 490 604 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 029 CHF | 491 029 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 352 CHF | 491 352 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 499 983 | 500 000 | 493 343 CHF | 497 360 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 985 CHF | 494 985 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 338 CHF | 496 338 CHF | 99,76% | 99,76% |