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 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 458 007 CHF | 462 007 CHF | 98,59% | 98,59% |
19/11/2024 | 0,87% | 91,60 % | 92,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 459 527 CHF | 463 527 CHF | 100,00% | 100,00% |
18/11/2024 | 0,86% | 92,20 % | 93,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 461 494 CHF | 465 494 CHF | 100,00% | 100,00% |
15/11/2024 | 0,86% | 92,60 % | 93,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 324 CHF | 468 324 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,70 % | 95,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 201 CHF | 478 201 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 379 CHF | 478 379 CHF | 99,85% | 99,85% |
12/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 788 CHF | 480 788 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 615 CHF | 486 615 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 382 CHF | 482 382 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 036 CHF | 487 036 CHF | 100,00% | 100,00% |