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 | 0,84% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 422 CHF | 475 422 CHF | 99,37% | 99,37% |
19/11/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 299 CHF | 473 299 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 314 CHF | 472 314 CHF | 100,00% | 100,00% |
15/11/2024 | 1,06% | 93,60 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 533 CHF | 474 533 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 705 CHF | 475 705 CHF | 99,10% | 99,10% |
13/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 686 CHF | 470 686 CHF | 99,27% | 99,27% |
12/11/2024 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 674 CHF | 472 674 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 335 CHF | 479 335 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,40 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 425 CHF | 476 425 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 987 CHF | 481 987 CHF | 99,23% | 99,23% |