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 | 0,85% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 403 CHF | 473 403 CHF | 97,95% | 97,95% |
19/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 366 CHF | 471 366 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 032 CHF | 478 032 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 308 CHF | 477 308 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 299 CHF | 480 299 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 659 CHF | 478 659 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 876 CHF | 480 876 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 730 CHF | 486 730 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 044 CHF | 484 044 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 797 CHF | 485 797 CHF | 99,23% | 99,23% |