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 | 0,85% | 93,40 % | 94,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 096 CHF | 473 096 CHF | 97,95% | 97,95% |
19/11/2024 | 0,86% | 92,80 % | 93,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 199 CHF | 468 199 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 94,40 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 554 CHF | 476 554 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 94,80 % | 95,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 295 CHF | 478 295 CHF | 100,00% | 100,00% |
14/11/2024 | 0,85% | 94,40 % | 95,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 468 116 CHF | 472 116 CHF | 100,00% | 100,00% |
13/11/2024 | 0,86% | 92,30 % | 93,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 463 628 CHF | 467 628 CHF | 100,00% | 100,00% |
12/11/2024 | 0,85% | 92,40 % | 93,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 467 488 CHF | 471 488 CHF | 100,00% | 100,00% |
11/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 208 CHF | 483 208 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 154 CHF | 485 154 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 421 CHF | 495 421 CHF | 99,23% | 99,23% |