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 | 0,99% | 78,20 % | 79,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 358 CHF | 407 358 CHF | 98,59% | 98,59% |
19/11/2024 | 0,98% | 81,40 % | 82,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 573 CHF | 411 573 CHF | 100,00% | 100,00% |
18/11/2024 | 0,98% | 81,50 % | 82,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 134 CHF | 410 134 CHF | 100,00% | 100,00% |
15/11/2024 | 0,98% | 81,20 % | 82,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 407 460 CHF | 411 460 CHF | 100,00% | 100,00% |
14/11/2024 | 0,99% | 82,70 % | 83,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 403 379 CHF | 407 379 CHF | 100,00% | 100,00% |
13/11/2024 | 0,96% | 80,80 % | 81,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 938 CHF | 417 938 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 85,30 % | 86,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 451 724 CHF | 455 724 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 549 CHF | 494 549 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 954 CHF | 487 954 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 007 CHF | 488 007 CHF | 99,24% | 99,24% |