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% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 334 CHF | 471 334 CHF | 98,58% | 98,58% |
19/11/2024 | 1,07% | 93,20 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 831 CHF | 471 831 CHF | 99,86% | 99,86% |
18/11/2024 | 1,06% | 93,80 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 884 CHF | 472 884 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 406 CHF | 470 406 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 728 CHF | 465 728 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 91,50 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 463 CHF | 462 463 CHF | 100,00% | 100,00% |
12/11/2024 | 1,08% | 91,50 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 964 CHF | 465 964 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 947 CHF | 470 947 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 542 CHF | 473 542 CHF | 100,00% | 100,00% |
07/11/2024 | 1,05% | 94,80 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 316 CHF | 479 316 CHF | 98,09% | 98,09% |