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 | 0,83% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 910 CHF | 481 910 CHF | 98,58% | 98,58% |
19/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 214 CHF | 476 214 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 490 CHF | 476 490 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 266 CHF | 479 266 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 853 CHF | 473 853 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,70 % | 93,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 633 CHF | 467 633 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 93,10 % | 93,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 229 CHF | 471 229 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 986 CHF | 481 986 CHF | 100,00% | 100,00% |
08/11/2024 | 0,86% | 94,40 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 462 946 CHF | 466 946 CHF | 94,95% | 94,95% |
07/11/2024 | 0,84% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 154 CHF | 478 154 CHF | 99,24% | 99,24% |