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 | 0,97% | 82,10 % | 82,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 412 433 CHF | 416 433 CHF | 97,95% | 97,95% |
19/11/2024 | 0,96% | 82,40 % | 83,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 898 CHF | 419 898 CHF | 100,00% | 100,00% |
18/11/2024 | 0,96% | 83,30 % | 84,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 415 399 CHF | 419 399 CHF | 100,00% | 100,00% |
15/11/2024 | 0,96% | 82,90 % | 83,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 414 027 CHF | 418 027 CHF | 100,00% | 100,00% |
14/11/2024 | 0,96% | 83,10 % | 83,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 480 CHF | 417 480 CHF | 100,00% | 100,00% |
13/11/2024 | 0,98% | 81,60 % | 82,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 406 912 CHF | 410 912 CHF | 100,00% | 100,00% |
12/11/2024 | 0,95% | 83,00 % | 83,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 418 484 CHF | 422 484 CHF | 100,00% | 100,00% |
11/11/2024 | 0,95% | 84,00 % | 84,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 417 921 CHF | 421 921 CHF | 100,00% | 100,00% |
08/11/2024 | 0,96% | 83,10 % | 83,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 413 703 CHF | 417 703 CHF | 100,00% | 100,00% |
07/11/2024 | 0,97% | 82,60 % | 83,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 410 939 CHF | 414 939 CHF | 99,23% | 99,23% |