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% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 438 CHF | 481 438 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 210 CHF | 481 210 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 432 CHF | 481 432 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 733 CHF | 479 733 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 235 CHF | 476 235 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 824 CHF | 478 824 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 168 CHF | 481 168 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 96,10 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 924 CHF | 487 924 CHF | 99,92% | 99,92% |
08/11/2024 | 1,02% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 545 CHF | 491 545 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 568 CHF | 496 568 CHF | 98,74% | 98,74% |