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 | 0,88% | 90,30 % | 91,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 636 CHF | 456 636 CHF | 98,59% | 98,59% |
19/11/2024 | 0,88% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 367 CHF | 458 367 CHF | 100,00% | 100,00% |
18/11/2024 | 0,87% | 91,90 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 406 CHF | 461 406 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 213 CHF | 465 213 CHF | 100,00% | 100,00% |
14/11/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 251 CHF | 467 251 CHF | 100,00% | 100,00% |
13/11/2024 | 1,09% | 91,70 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 982 CHF | 462 982 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 465 469 CHF | 469 469 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 94,20 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 781 CHF | 475 781 CHF | 100,00% | 100,00% |
08/11/2024 | 1,07% | 92,90 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 742 CHF | 469 742 CHF | 100,00% | 100,00% |
07/11/2024 | 1,06% | 93,90 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 810 CHF | 472 810 CHF | 99,23% | 99,23% |