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% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 234 CHF | 485 234 CHF | 97,95% | 97,95% |
19/11/2024 | 0,84% | 95,20 % | 96,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 866 CHF | 480 866 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 226 CHF | 489 226 CHF | 100,00% | 100,00% |
15/11/2024 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 797 CHF | 485 797 CHF | 100,00% | 100,00% |
14/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 853 CHF | 499 853 CHF | 100,00% | 100,00% |
13/11/2024 | 1,01% | 98,90 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 485 CHF | 499 485 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 913 CHF | 497 913 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 498 515 CHF | 502 515 CHF | 100,00% | 100,00% |
08/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 328 CHF | 500 328 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 339 CHF | 501 339 CHF | 99,76% | 99,76% |