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 | 0,92% | 85,50 % | 86,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 431 359 CHF | 435 359 CHF | 98,58% | 98,58% |
19/11/2024 | 0,92% | 86,30 % | 87,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 524 CHF | 436 524 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 86,70 % | 87,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 432 131 CHF | 436 131 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 86,90 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 823 CHF | 440 823 CHF | 100,00% | 100,00% |
14/11/2024 | 0,90% | 88,40 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 438 CHF | 444 438 CHF | 100,00% | 100,00% |
13/11/2024 | 0,92% | 86,90 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 434 496 CHF | 438 496 CHF | 100,00% | 100,00% |
12/11/2024 | 0,90% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 843 CHF | 447 843 CHF | 100,00% | 100,00% |
11/11/2024 | 0,89% | 89,10 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 937 CHF | 448 937 CHF | 100,00% | 100,00% |
08/11/2024 | 0,90% | 88,30 % | 89,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 080 CHF | 444 080 CHF | 100,00% | 100,00% |
07/11/2024 | 0,90% | 88,40 % | 89,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 586 CHF | 444 586 CHF | 99,24% | 99,24% |