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 | 0,83% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 543 CHF | 481 543 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 406 CHF | 482 406 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 209 CHF | 483 209 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 898 CHF | 482 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 821 CHF | 483 821 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 001 CHF | 479 001 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 092 CHF | 480 092 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 675 CHF | 483 675 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 497 287 | 479 969 CHF | 481 338 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 054 CHF | 486 054 CHF | 99,24% | 99,24% |