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% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 388 CHF | 492 388 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 989 CHF | 489 989 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 367 CHF | 494 367 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,00 % | 98,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 186 CHF | 494 186 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 139 CHF | 495 139 CHF | 100,00% | 100,00% |
13/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 689 CHF | 494 689 CHF | 100,00% | 100,00% |
12/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 341 CHF | 492 341 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 206 CHF | 496 206 CHF | 100,00% | 100,00% |
08/11/2024 | 1,01% | 98,30 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 437 CHF | 496 437 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 516 CHF | 494 516 CHF | 99,23% | 99,23% |