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 | 0,90% | 87,80 % | 88,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 414 CHF | 445 414 CHF | 97,95% | 97,95% |
19/11/2024 | 0,92% | 87,60 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 433 121 CHF | 437 121 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 88,60 % | 89,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 079 CHF | 443 079 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 806 CHF | 451 806 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 90,30 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 526 CHF | 449 526 CHF | 99,03% | 99,03% |
13/11/2024 | 0,87% | 90,90 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 365 CHF | 459 365 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 91,40 % | 92,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 067 CHF | 463 067 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 942 CHF | 477 942 CHF | 100,00% | 100,00% |
08/11/2024 | 0,87% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 073 CHF | 461 073 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 817 CHF | 474 817 CHF | 99,23% | 99,23% |