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% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 998 CHF | 469 998 CHF | 97,94% | 97,94% |
19/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 015 CHF | 467 015 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 871 CHF | 471 871 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 93,80 % | 94,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 277 CHF | 477 277 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 480 CHF | 479 480 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 252 CHF | 480 252 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 310 CHF | 485 310 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 494 CHF | 491 494 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 585 CHF | 490 585 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 521 CHF | 495 521 CHF | 99,23% | 99,23% |