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 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 501 CHF | 452 501 CHF | 98,58% | 98,58% |
19/11/2024 | 0,90% | 89,20 % | 90,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 329 CHF | 444 329 CHF | 100,00% | 100,00% |
18/11/2024 | 0,90% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 443 928 CHF | 447 928 CHF | 100,00% | 100,00% |
15/11/2024 | 0,88% | 89,80 % | 90,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 450 095 CHF | 454 095 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 90,20 % | 91,00 % | 500 000 | 500 000 | 499 736 | 499 736 | 447 759 CHF | 451 757 CHF | 100,00% | 100,00% |
13/11/2024 | 0,88% | 90,50 % | 91,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 809 CHF | 457 809 CHF | 100,00% | 100,00% |
12/11/2024 | 0,87% | 90,60 % | 91,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 455 305 CHF | 459 305 CHF | 100,00% | 100,00% |
11/11/2024 | 0,85% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 174 CHF | 471 174 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 453 991 CHF | 457 991 CHF | 100,00% | 100,00% |
07/11/2024 | 0,86% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 976 CHF | 468 976 CHF | 99,24% | 99,24% |