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% | 93,90 % | 94,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 594 CHF | 475 594 CHF | 97,94% | 97,94% |
19/11/2024 | 0,85% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 869 CHF | 474 869 CHF | 99,81% | 99,81% |
18/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 974 CHF | 478 974 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 207 CHF | 483 207 CHF | 100,00% | 100,00% |
14/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 072 CHF | 481 072 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 641 CHF | 478 641 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 664 CHF | 480 664 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 295 CHF | 489 295 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 286 CHF | 486 286 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 757 CHF | 494 757 CHF | 99,23% | 99,23% |