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 | 0,91% | 88,10 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 438 904 CHF | 442 904 CHF | 97,95% | 97,95% |
19/11/2024 | 0,93% | 86,90 % | 87,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 190 CHF | 434 190 CHF | 100,00% | 100,00% |
18/11/2024 | 0,92% | 85,70 % | 86,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 430 720 CHF | 434 720 CHF | 100,00% | 100,00% |
15/11/2024 | 0,91% | 86,60 % | 87,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 435 479 CHF | 439 479 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,50 % | 90,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 081 CHF | 453 081 CHF | 100,00% | 100,00% |
13/11/2024 | 0,90% | 89,70 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 444 318 CHF | 448 318 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 499 958 | 450 304 CHF | 454 265 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 763 CHF | 459 763 CHF | 100,00% | 100,00% |
08/11/2024 | 0,89% | 89,70 % | 90,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 305 CHF | 450 305 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 88,90 % | 89,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 504 CHF | 449 504 CHF | 99,23% | 99,23% |