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% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 240 CHF | 495 240 CHF | 97,95% | 97,95% |
19/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 539 CHF | 496 539 CHF | 99,86% | 99,86% |
18/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 378 CHF | 497 378 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,70 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 334 CHF | 496 334 CHF | 98,43% | 98,43% |
14/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 777 CHF | 493 777 CHF | 99,72% | 99,72% |
13/11/2024 | 1,03% | 96,80 % | 97,80 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 950 CHF | 488 950 CHF | 100,00% | 100,00% |
12/11/2024 | 1,02% | 96,90 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 997 CHF | 491 997 CHF | 100,00% | 100,00% |
11/11/2024 | 0,82% | 97,20 % | 98,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 890 CHF | 490 890 CHF | 99,92% | 99,92% |
08/11/2024 | 0,82% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 682 CHF | 492 682 CHF | 100,00% | 100,00% |
07/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 228 CHF | 496 228 CHF | 98,10% | 98,10% |