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 | 0,87% | 90,60 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 393 CHF | 461 393 CHF | 97,95% | 97,95% |
19/11/2024 | 1,09% | 91,30 % | 92,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 439 CHF | 461 439 CHF | 100,00% | 100,00% |
18/11/2024 | 1,09% | 91,80 % | 92,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 456 740 CHF | 461 740 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 147 CHF | 468 147 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,10 % | 94,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 850 CHF | 473 850 CHF | 100,00% | 100,00% |
13/11/2024 | 1,04% | 94,90 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 455 CHF | 481 455 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 95,60 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 434 CHF | 485 434 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 241 CHF | 489 241 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 041 CHF | 486 041 CHF | 100,00% | 100,00% |
07/11/2024 | 1,03% | 96,90 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 921 CHF | 489 921 CHF | 99,23% | 99,23% |