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 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 499 666 | 500 000 | 450 889 CHF | 455 191 CHF | 97,95% | 97,95% |
19/11/2024 | 0,89% | 89,70 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 710 CHF | 451 710 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 90,90 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 277 CHF | 457 277 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 90,80 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 343 CHF | 461 343 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,10 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 115 CHF | 463 115 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 565 CHF | 467 565 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,70 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 461 CHF | 469 461 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 917 CHF | 478 917 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 646 CHF | 474 646 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 947 CHF | 477 947 CHF | 99,76% | 99,76% |