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% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 566 CHF | 480 566 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 393 CHF | 479 393 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 353 CHF | 482 353 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 406 CHF | 484 406 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 104 CHF | 486 104 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 568 CHF | 480 568 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 675 CHF | 481 675 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 071 CHF | 486 071 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 926 CHF | 484 926 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 326 CHF | 490 326 CHF | 99,23% | 99,23% |