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 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 724 CHF | 491 724 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 98,20 % | 99,00 % | 500 000 | 500 000 | 495 774 | 495 774 | 486 043 CHF | 490 028 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 609 CHF | 493 609 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 532 CHF | 492 532 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 672 CHF | 491 672 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 837 CHF | 487 837 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 365 CHF | 491 365 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 907 CHF | 494 907 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 789 CHF | 492 789 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 818 CHF | 495 818 CHF | 99,23% | 99,23% |