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% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 916 CHF | 455 916 CHF | 98,58% | 98,58% |
19/11/2024 | 0,88% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 901 CHF | 454 901 CHF | 100,00% | 100,00% |
18/11/2024 | 1,07% | 92,60 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 966 CHF | 467 966 CHF | 100,00% | 100,00% |
15/11/2024 | 1,07% | 92,90 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 681 CHF | 471 681 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 589 CHF | 465 589 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 582 CHF | 470 582 CHF | 99,86% | 99,86% |
12/11/2024 | 1,06% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 080 CHF | 476 080 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 375 CHF | 494 375 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 314 CHF | 488 314 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 463 CHF | 497 463 CHF | 99,04% | 99,04% |