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% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 435 CHF | 489 435 CHF | 97,95% | 97,95% |
19/11/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 054 CHF | 488 054 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 811 CHF | 489 811 CHF | 99,08% | 99,08% |
15/11/2024 | 0,82% | 97,00 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 495 CHF | 490 495 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 812 CHF | 491 812 CHF | 99,92% | 99,92% |
13/11/2024 | 1,02% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 501 CHF | 490 501 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 97,20 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 822 CHF | 492 822 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 507 CHF | 493 507 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 961 CHF | 490 961 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 97,40 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 012 CHF | 492 012 CHF | 99,76% | 99,76% |