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 | 0,87% | 92,10 % | 92,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 422 CHF | 464 422 CHF | 98,59% | 98,59% |
19/11/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 460 870 CHF | 464 870 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 92,90 % | 93,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 125 CHF | 467 125 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 797 CHF | 468 797 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 507 CHF | 469 507 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,50 % | 93,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 601 CHF | 466 601 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 905 CHF | 470 905 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 226 CHF | 474 226 CHF | 100,00% | 100,00% |
08/11/2024 | 0,85% | 93,30 % | 94,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 402 CHF | 470 402 CHF | 100,00% | 100,00% |
07/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 560 CHF | 472 560 CHF | 99,23% | 99,23% |