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 | 484 987 CHF | 488 987 CHF | 97,95% | 97,95% |
19/11/2024 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 686 CHF | 486 686 CHF | 100,00% | 100,00% |
18/11/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 080 CHF | 489 080 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 898 CHF | 493 898 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 599 CHF | 489 599 CHF | 100,00% | 100,00% |
13/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 607 CHF | 489 607 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 97,50 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 031 CHF | 494 031 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 440 CHF | 495 440 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 225 CHF | 496 225 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 97,90 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 736 CHF | 493 736 CHF | 99,23% | 99,23% |