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 | 0,82% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 205 CHF | 488 205 CHF | 97,94% | 97,94% |
19/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 601 CHF | 488 601 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 378 CHF | 490 378 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 918 CHF | 488 918 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 106 CHF | 488 106 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 981 CHF | 481 981 CHF | 100,00% | 100,00% |
12/11/2024 | 0,83% | 95,70 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 417 CHF | 485 417 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 633 CHF | 489 633 CHF | 100,00% | 100,00% |
08/11/2024 | 1,03% | 96,60 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 016 CHF | 489 016 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 521 CHF | 489 521 CHF | 99,23% | 99,23% |