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% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 816 CHF | 470 816 CHF | 97,95% | 97,95% |
19/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 468 CHF | 472 468 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 924 CHF | 472 924 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 054 CHF | 470 054 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,30 % | 95,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 895 CHF | 469 895 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 773 CHF | 470 773 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 260 CHF | 473 260 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 357 CHF | 480 357 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 913 CHF | 479 913 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 268 CHF | 484 268 CHF | 99,23% | 99,23% |