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% | 94,80 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 135 CHF | 481 184 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 95,40 % | 96,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 324 CHF | 481 374 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,60 % | 96,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 296 CHF | 481 346 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,40 % | 97,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 892 CHF | 491 941 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 98,00 % | 98,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 050 CHF | 492 100 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,50 % | 98,31 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 835 CHF | 494 885 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,70 % | 99,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 933 CHF | 498 983 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 99,20 % | 100,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 551 CHF | 499 601 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 99,40 % | 100,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 618 CHF | 501 668 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 100,10 % | 100,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 584 CHF | 504 634 CHF | 99,23% | 99,23% |