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 | 0,93% | 85,00 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 427 152 CHF | 431 152 CHF | 97,95% | 97,95% |
19/11/2024 | 0,95% | 85,00 % | 85,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 420 082 CHF | 424 082 CHF | 100,00% | 100,00% |
18/11/2024 | 0,93% | 86,30 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 428 115 CHF | 432 115 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 86,60 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 744 CHF | 439 744 CHF | 100,00% | 100,00% |
14/11/2024 | 0,91% | 88,60 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 567 CHF | 441 567 CHF | 99,11% | 99,11% |
13/11/2024 | 0,88% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 898 CHF | 454 898 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 90,60 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 633 CHF | 460 633 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,10 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 940 CHF | 465 940 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 987 CHF | 463 987 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 93,70 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 505 CHF | 476 505 CHF | 99,23% | 99,23% |