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 | 0,85% | 93,20 % | 94,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 343 CHF | 471 343 CHF | 97,94% | 97,94% |
19/11/2024 | 0,87% | 93,40 % | 94,20 % | 500 000 | 500 000 | 491 376 | 491 376 | 458 671 CHF | 462 634 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 94,40 % | 95,20 % | 500 000 | 500 000 | 497 951 | 497 951 | 469 676 CHF | 473 668 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 499 926 | 499 926 | 473 610 CHF | 477 610 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 410 CHF | 479 410 CHF | 100,00% | 100,00% |
13/11/2024 | 1,05% | 94,40 % | 95,40 % | 500 000 | 500 000 | 499 872 | 499 872 | 472 165 CHF | 477 165 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 499 782 | 499 782 | 475 148 CHF | 479 147 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 496 319 | 496 319 | 477 219 CHF | 481 204 CHF | 100,00% | 100,00% |
08/11/2024 | 1,05% | 95,10 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 410 CHF | 480 410 CHF | 100,00% | 100,00% |
07/11/2024 | 1,04% | 95,90 % | 96,90 % | 500 000 | 500 000 | 499 740 | 499 740 | 476 904 CHF | 481 902 CHF | 99,10% | 99,10% |