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 | 0,90% | 88,20 % | 89,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 441 887 CHF | 445 887 CHF | 97,95% | 97,95% |
19/11/2024 | 0,91% | 87,70 % | 88,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 436 983 CHF | 440 983 CHF | 100,00% | 100,00% |
18/11/2024 | 0,91% | 87,90 % | 88,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 437 398 CHF | 441 398 CHF | 100,00% | 100,00% |
15/11/2024 | 0,90% | 87,40 % | 88,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 440 793 CHF | 444 793 CHF | 100,00% | 100,00% |
14/11/2024 | 0,89% | 89,10 % | 89,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 445 799 CHF | 449 799 CHF | 100,00% | 100,00% |
13/11/2024 | 0,89% | 89,30 % | 90,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 448 082 CHF | 452 082 CHF | 100,00% | 100,00% |
12/11/2024 | 0,89% | 89,80 % | 90,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 449 482 CHF | 453 482 CHF | 100,00% | 100,00% |
11/11/2024 | 0,88% | 90,70 % | 91,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 454 033 CHF | 458 033 CHF | 100,00% | 100,00% |
08/11/2024 | 0,88% | 90,20 % | 91,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 452 865 CHF | 456 865 CHF | 100,00% | 100,00% |
07/11/2024 | 0,87% | 91,00 % | 91,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 457 643 CHF | 461 643 CHF | 99,23% | 99,23% |