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 | 0,84% | 95,90 % | 96,71 % | 500 000 | 500 000 | 500 000 | 499 853 | 480 639 CHF | 484 546 CHF | 97,95% | 97,95% |
19/11/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 155 CHF | 487 155 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 238 CHF | 486 238 CHF | 100,00% | 100,00% |
15/11/2024 | 0,84% | 96,20 % | 97,01 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 770 CHF | 485 820 CHF | 100,00% | 100,00% |
14/11/2024 | 0,84% | 95,90 % | 96,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 163 CHF | 483 213 CHF | 100,00% | 100,00% |
13/11/2024 | 1,03% | 96,30 % | 97,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 214 CHF | 487 214 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 94,90 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 476 559 CHF | 481 559 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,80 % | 98,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 133 CHF | 493 183 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 97,00 % | 97,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 277 CHF | 489 327 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 97,50 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 584 CHF | 492 584 CHF | 99,24% | 99,24% |