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 | 0,91% | 87,60 % | 88,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 432 CHF | 443 432 CHF | 97,95% | 97,95% |
19/11/2024 | 0,91% | 88,10 % | 88,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 439 304 CHF | 443 304 CHF | 100,00% | 100,00% |
18/11/2024 | 0,89% | 89,40 % | 90,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 447 854 CHF | 451 854 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 279 CHF | 458 279 CHF | 100,00% | 100,00% |
14/11/2024 | 0,87% | 91,90 % | 92,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 972 CHF | 460 972 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,00 % | 90,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 231 CHF | 457 231 CHF | 100,00% | 100,00% |
12/11/2024 | 0,86% | 91,80 % | 92,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 021 CHF | 466 021 CHF | 100,00% | 100,00% |
11/11/2024 | 0,87% | 92,00 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 842 CHF | 462 842 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,40 % | 91,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 863 CHF | 456 863 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 91,70 % | 92,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 576 CHF | 463 576 CHF | 99,23% | 99,23% |