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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,84% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 612 CHF | 475 612 CHF | 100,00% | 100,00% |
20/11/2024 | 0,85% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 266 CHF | 475 266 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 406 CHF | 479 406 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 642 CHF | 481 642 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 764 CHF | 477 764 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 854 CHF | 472 854 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 630 CHF | 478 630 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 90,70 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 654 CHF | 461 654 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 309 CHF | 465 309 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,80 % | 91,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 461 CHF | 458 461 CHF | 100,00% | 100,00% |