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 | 0,87% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 528 CHF | 462 528 CHF | 97,95% | 97,95% |
19/11/2024 | 0,88% | 90,90 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 311 CHF | 458 311 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 369 CHF | 465 369 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 158 CHF | 467 158 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 767 CHF | 463 767 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 334 CHF | 458 334 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 963 CHF | 461 963 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 766 CHF | 472 766 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 672 CHF | 472 672 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 792 CHF | 479 792 CHF | 99,23% | 99,23% |