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% | 94,50 % | 95,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 846 CHF | 478 846 CHF | 97,94% | 97,94% |
19/11/2024 | 0,84% | 94,90 % | 95,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 471 CHF | 479 471 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 95,40 % | 96,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 682 CHF | 481 682 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 262 CHF | 481 262 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 176 CHF | 488 176 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 274 CHF | 484 274 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 826 CHF | 492 826 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 888 CHF | 497 888 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 653 CHF | 500 653 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,50 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 909 CHF | 501 909 CHF | 99,23% | 99,23% |