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% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 882 CHF | 480 882 CHF | 97,95% | 97,95% |
19/11/2024 | 0,85% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 424 CHF | 474 424 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 216 CHF | 482 216 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 543 CHF | 492 543 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 864 CHF | 491 864 CHF | 98,34% | 98,34% |
13/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 544 CHF | 499 544 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 856 CHF | 502 856 CHF | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,90 % | 101,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 648 CHF | 508 648 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 998 CHF | 503 998 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 101,30 % | 102,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 554 CHF | 509 554 CHF | 99,23% | 99,23% |