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 | 0,83% | 95,10 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 211 CHF | 481 211 CHF | 98,58% | 98,58% |
19/11/2024 | 0,84% | 95,30 % | 96,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 934 CHF | 480 934 CHF | 100,00% | 100,00% |
18/11/2024 | 0,84% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 084 CHF | 479 084 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 95,00 % | 95,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 864 CHF | 481 864 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 223 CHF | 491 223 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 206 CHF | 485 206 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 094 CHF | 491 094 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 606 CHF | 494 606 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 226 CHF | 491 226 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 307 CHF | 494 307 CHF | 99,76% | 99,76% |