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 | 0,86% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 829 CHF | 469 829 CHF | 98,58% | 98,58% |
19/11/2024 | 0,85% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 227 CHF | 470 227 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 020 CHF | 475 020 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 898 CHF | 474 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 501 CHF | 476 501 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 421 CHF | 474 421 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 580 CHF | 475 580 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 221 CHF | 479 221 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 191 CHF | 478 191 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 800 CHF | 479 800 CHF | 99,24% | 99,24% |