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% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 347 CHF | 483 347 CHF | 98,59% | 98,59% |
19/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 071 CHF | 484 071 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 820 CHF | 484 820 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 807 CHF | 495 807 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 354 CHF | 494 354 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 296 CHF | 495 296 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 386 CHF | 498 386 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 499 209 CHF | 503 209 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 100,10 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 500 147 CHF | 504 147 CHF | 100,00% | 100,00% |
07/11/2024 | 0,79% | 100,80 % | 101,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 177 CHF | 508 177 CHF | 100,00% | 100,00% |