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% | 87,60 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 525 CHF | 444 525 CHF | 98,58% | 98,58% |
19/11/2024 | 0,90% | 88,50 % | 89,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 155 CHF | 444 155 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 446 663 CHF | 450 663 CHF | 100,00% | 100,00% |
15/11/2024 | 0,89% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 463 CHF | 452 463 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 364 CHF | 449 364 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,20 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 177 CHF | 451 177 CHF | 100,00% | 100,00% |
12/11/2024 | 0,88% | 89,90 % | 90,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 060 CHF | 456 060 CHF | 100,00% | 100,00% |
11/11/2024 | 0,86% | 92,70 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 287 CHF | 468 287 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 930 CHF | 466 930 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 222 CHF | 474 222 CHF | 99,04% | 99,04% |