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% | 95,90 % | 96,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 481 351 CHF | 97 070 CHF | 98,58% | 98,58% |
19/11/2024 | 0,84% | 95,80 % | 96,60 % | 500 000 | 100 000 | 500 000 | 100 000 | 476 506 CHF | 96 101 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,10 % | 98,10 % | 500 000 | 100 000 | 500 000 | 100 000 | 485 433 CHF | 98 087 CHF | 100,00% | 100,00% |
15/11/2024 | 1,04% | 95,50 % | 96,50 % | 500 000 | 500 000 | 499 994 | 500 000 | 480 443 CHF | 485 449 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 250 CHF | 491 250 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 583 CHF | 490 583 CHF | 100,00% | 100,00% |
12/11/2024 | 1,03% | 96,50 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 227 CHF | 489 227 CHF | 100,00% | 100,00% |
11/11/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 402 CHF | 493 402 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 248 CHF | 492 248 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 893 CHF | 492 893 CHF | 99,76% | 99,76% |