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 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 799 CHF | 472 799 CHF | 97,94% | 97,94% |
19/11/2024 | 0,86% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 717 CHF | 467 717 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 93,00 % | 93,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 878 CHF | 467 878 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 904 CHF | 468 904 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 491 CHF | 463 491 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,90 % | 91,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 147 CHF | 458 147 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 91,10 % | 91,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 761 CHF | 460 761 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 076 CHF | 473 076 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 916 CHF | 456 916 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 071 CHF | 467 071 CHF | 99,23% | 99,23% |