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% | 94,20 % | 95,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 471 696 CHF | 475 696 CHF | 98,59% | 98,59% |
19/11/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 313 CHF | 471 313 CHF | 100,00% | 100,00% |
18/11/2024 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 558 CHF | 470 558 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 93,50 % | 94,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 957 CHF | 472 957 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 296 CHF | 477 296 CHF | 100,00% | 100,00% |
13/11/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 774 CHF | 476 774 CHF | 100,00% | 100,00% |
12/11/2024 | 0,84% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 856 CHF | 477 856 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 211 CHF | 480 211 CHF | 100,00% | 100,00% |
08/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 152 CHF | 479 152 CHF | 100,00% | 100,00% |
07/11/2024 | 0,83% | 95,60 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 669 CHF | 483 669 CHF | 99,23% | 99,23% |