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 | 476 345 CHF | 480 345 CHF | 97,67% | 97,67% |
19/11/2024 | 0,83% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 442 CHF | 482 442 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 253 CHF | 482 253 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,00 % | 96,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 067 CHF | 488 067 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 869 CHF | 488 869 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 906 CHF | 485 906 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 285 CHF | 493 285 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 421 CHF | 495 421 CHF | 100,00% | 100,00% |
08/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 308 CHF | 494 308 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,40 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 041 CHF | 497 041 CHF | 99,76% | 99,76% |