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 | 0,91% | 87,30 % | 88,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 530 CHF | 443 530 CHF | 97,95% | 97,95% |
19/11/2024 | 0,91% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 105 CHF | 443 105 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 89,20 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 055 CHF | 450 055 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,10 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 369 CHF | 450 369 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 88,80 % | 89,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 022 CHF | 447 022 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 88,90 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 774 CHF | 448 774 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 89,10 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 817 CHF | 451 817 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,00 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 823 CHF | 464 823 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 938 CHF | 463 938 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 041 CHF | 470 041 CHF | 99,04% | 99,04% |