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% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 140 CHF | 490 140 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 633 CHF | 488 633 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 652 CHF | 487 652 CHF | 100,00% | 100,00% |
15/11/2024 | 0,82% | 96,60 % | 97,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 774 CHF | 488 774 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 590 CHF | 491 590 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 96,50 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 952 CHF | 485 952 CHF | 99,85% | 99,85% |
12/11/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 600 CHF | 487 600 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 908 CHF | 494 908 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 163 CHF | 492 163 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 396 CHF | 494 396 CHF | 99,23% | 99,23% |