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 | 0,89% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 034 CHF | 453 034 CHF | 97,95% | 97,95% |
19/11/2024 | 0,89% | 89,50 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 888 CHF | 450 888 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 162 CHF | 460 162 CHF | 100,00% | 100,00% |
15/11/2024 | 0,87% | 91,30 % | 92,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 046 CHF | 462 046 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 398 CHF | 467 398 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,10 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 513 CHF | 465 513 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 340 CHF | 468 340 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 017 CHF | 475 017 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 449 CHF | 472 449 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 382 CHF | 478 382 CHF | 99,23% | 99,23% |