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 | 0,88% | 90,40 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 422 CHF | 458 422 CHF | 97,95% | 97,95% |
19/11/2024 | 0,89% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 168 CHF | 451 168 CHF | 100,00% | 100,00% |
18/11/2024 | 0,88% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 120 CHF | 458 120 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 651 CHF | 467 651 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 94,00 % | 94,80 % | 500 000 | 500 000 | 499 733 | 499 733 | 465 532 CHF | 469 531 CHF | 99,09% | 99,09% |
13/11/2024 | 0,82% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 118 CHF | 487 118 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 544 CHF | 490 544 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 202 CHF | 499 202 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 771 CHF | 490 771 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 233 CHF | 500 233 CHF | 99,23% | 99,23% |