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 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 877 CHF | 480 877 CHF | 97,94% | 97,94% |
19/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 304 CHF | 479 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 325 CHF | 483 325 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 046 CHF | 485 046 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 824 CHF | 485 824 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 207 CHF | 484 207 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 427 CHF | 486 427 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 280 CHF | 491 280 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 449 CHF | 490 449 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 884 CHF | 494 884 CHF | 99,23% | 99,23% |