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% | 91,20 % | 92,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 077 CHF | 462 077 CHF | 98,59% | 98,59% |
19/11/2024 | 0,87% | 91,50 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 416 CHF | 462 416 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 197 CHF | 470 197 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 288 CHF | 469 288 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 475 CHF | 473 475 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 719 CHF | 469 719 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 966 CHF | 471 966 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 110 CHF | 475 110 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 499 975 | 467 612 CHF | 471 589 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 384 CHF | 483 384 CHF | 99,76% | 99,76% |