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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 901 CHF | 492 901 CHF | 99,90% | 99,90% |
20/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 201 CHF | 492 201 CHF | 99,37% | 99,37% |
19/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 968 CHF | 490 968 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 328 CHF | 492 328 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 732 CHF | 487 732 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 284 CHF | 490 284 CHF | 99,10% | 99,10% |
13/11/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 586 CHF | 483 586 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 074 CHF | 485 074 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,70 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 959 CHF | 488 959 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 178 CHF | 489 178 CHF | 100,00% | 100,00% |