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% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 276 CHF | 476 276 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 178 CHF | 478 178 CHF | 100,00% | 100,00% |
18/11/2024 | 1,05% | 94,70 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 693 CHF | 477 693 CHF | 100,00% | 100,00% |
15/11/2024 | - | 93,70 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
14/11/2024 | - | 94,30 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
13/11/2024 | 1,04% | 95,20 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 179 CHF | 481 179 CHF | 100,00% | 100,00% |
12/11/2024 | - | 95,00 % | - % | 500 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 100,00% |
11/11/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 077 CHF | 483 077 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 935 CHF | 479 935 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 014 CHF | 481 014 CHF | 99,76% | 99,76% |