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 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 258 CHF | 494 258 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 669 CHF | 492 669 CHF | 100,00% | 100,00% |
18/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 309 CHF | 497 309 CHF | 100,00% | 100,00% |
15/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 569 CHF | 496 569 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 527 CHF | 492 527 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 790 CHF | 497 790 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 987 CHF | 496 987 CHF | 100,00% | 100,00% |
11/11/2024 | 1,00% | 99,80 % | 100,80 % | 500 000 | 500 000 | 500 000 | 499 729 | 500 011 CHF | 504 737 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 542 CHF | 497 542 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,60 % | 100,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 341 CHF | 501 341 CHF | 99,23% | 99,23% |