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% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 613 CHF | 480 613 CHF | 98,58% | 98,58% |
19/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 405 CHF | 479 405 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 970 CHF | 481 970 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 399 CHF | 483 399 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 148 CHF | 479 148 CHF | 100,00% | 100,00% |
13/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 152 CHF | 473 152 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,00 % | 94,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 687 CHF | 476 687 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 263 CHF | 481 263 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 878 CHF | 478 878 CHF | 100,00% | 100,00% |
07/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 282 CHF | 480 282 CHF | 99,23% | 99,23% |