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% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 275 CHF | 480 275 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 586 CHF | 482 586 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 667 CHF | 485 667 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 985 CHF | 485 985 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 624 CHF | 497 624 CHF | 100,00% | 100,00% |
13/11/2024 | 0,80% | 100,00 % | 100,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 982 CHF | 501 982 CHF | 100,00% | 100,00% |
12/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 220 CHF | 502 220 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,80 % | 100,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 772 CHF | 502 772 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 331 CHF | 497 331 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,90 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 617 CHF | 503 617 CHF | 99,23% | 99,23% |