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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 100 000 | 500 000 | 100 000 | 480 829 CHF | 96 966 CHF | 100,00% | 100,00% |
22/11/2024 | 0,82% | 96,50 % | 97,30 % | 500 000 | 100 000 | 500 000 | 100 000 | 484 191 CHF | 97 638 CHF | 100,00% | 100,00% |
20/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 933 CHF | 492 933 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 315 CHF | 486 315 CHF | 100,00% | 100,00% |
18/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 773 CHF | 485 773 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 95,80 % | 96,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 598 CHF | 487 598 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 977 CHF | 491 977 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 528 CHF | 493 528 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 601 CHF | 495 601 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 582 CHF | 488 582 CHF | 100,00% | 100,00% |