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 | 490 139 CHF | 494 139 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 957 CHF | 491 957 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 508 CHF | 495 508 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 408 CHF | 496 408 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 578 CHF | 495 578 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 571 CHF | 492 571 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 175 CHF | 493 175 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 334 CHF | 498 334 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 129 CHF | 495 129 CHF | 100,00% | 100,00% |
07/11/2024 | 0,80% | 99,30 % | 100,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 639 CHF | 499 639 CHF | 99,24% | 99,24% |