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 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 502 CHF | 483 502 CHF | 97,94% | 97,94% |
19/11/2024 | 0,83% | 95,50 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 255 CHF | 481 255 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 960 CHF | 484 960 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 678 CHF | 486 678 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 016 CHF | 485 016 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 354 CHF | 478 354 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 703 CHF | 482 703 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 202 CHF | 488 202 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 056 CHF | 487 056 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 326 CHF | 496 326 CHF | 99,24% | 99,24% |