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% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 649 CHF | 481 649 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 068 CHF | 480 068 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 108 CHF | 484 108 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 746 CHF | 486 746 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 731 CHF | 489 731 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 970 CHF | 487 970 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 419 CHF | 488 419 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 405 CHF | 500 405 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 721 CHF | 496 721 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 078 CHF | 498 078 CHF | 99,23% | 99,23% |