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% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 629 CHF | 496 629 CHF | 98,58% | 98,58% |
19/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 173 CHF | 495 173 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 773 CHF | 496 773 CHF | 99,65% | 99,65% |
15/11/2024 | 0,81% | 98,50 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 728 CHF | 496 728 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 260 CHF | 495 260 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 051 CHF | 496 051 CHF | 98,05% | 98,05% |
12/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 741 CHF | 496 741 CHF | 99,41% | 99,41% |
11/11/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 869 CHF | 497 869 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 819 CHF | 491 819 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 565 CHF | 492 565 CHF | 99,24% | 99,24% |