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% | 98,10 % | 98,90 % | 500 000 | 100 000 | 500 000 | 100 000 | 492 319 CHF | 99 264 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 490 617 CHF | 98 923 CHF | 99,81% | 99,81% |
18/11/2024 | 0,80% | 98,90 % | 99,70 % | 500 000 | 100 000 | 500 000 | 100 000 | 494 951 CHF | 99 790 CHF | 100,00% | 100,00% |
15/11/2024 | 0,80% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 132 CHF | 500 132 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 99,20 % | 100,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 469 CHF | 498 469 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 151 CHF | 496 151 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 103 CHF | 495 103 CHF | 100,00% | 100,00% |
11/11/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 773 CHF | 500 773 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 624 CHF | 498 624 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,40 % | 100,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 626 CHF | 501 626 CHF | 99,23% | 99,23% |