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 | 1,06% | 94,00 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 277 CHF | 475 277 CHF | 98,58% | 98,58% |
19/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 984 CHF | 475 984 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 830 CHF | 478 830 CHF | 100,00% | 100,00% |
15/11/2024 | 1,05% | 94,70 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 562 CHF | 479 562 CHF | 100,00% | 100,00% |
14/11/2024 | 1,05% | 95,20 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 729 CHF | 479 729 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 900 CHF | 476 900 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 157 CHF | 479 157 CHF | 100,00% | 100,00% |
11/11/2024 | 1,04% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 191 CHF | 483 191 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 95,00 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 010 CHF | 480 010 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 893 CHF | 480 893 CHF | 99,24% | 99,24% |