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 | 0,87% | 91,50 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 885 CHF | 462 885 CHF | 97,94% | 97,94% |
19/11/2024 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 200 CHF | 463 200 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 530 CHF | 470 530 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 92,70 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 859 CHF | 469 859 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 577 CHF | 471 577 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 539 CHF | 468 539 CHF | 99,83% | 99,83% |
12/11/2024 | 0,85% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 668 CHF | 470 668 CHF | 100,00% | 100,00% |
11/11/2024 | 1,05% | 94,20 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 356 CHF | 477 356 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 94,10 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 481 CHF | 476 481 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 186 CHF | 478 186 CHF | 99,76% | 99,76% |