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 | 0,83% | 96,10 % | 96,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 835 CHF | 485 835 CHF | 98,58% | 98,58% |
19/11/2024 | 0,83% | 96,20 % | 97,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 096 CHF | 486 096 CHF | 100,00% | 100,00% |
18/11/2024 | 1,03% | 96,90 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 885 CHF | 487 885 CHF | 100,00% | 100,00% |
15/11/2024 | 1,03% | 96,60 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 458 CHF | 488 458 CHF | 100,00% | 100,00% |
14/11/2024 | 0,82% | 96,80 % | 97,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 187 CHF | 487 187 CHF | 100,00% | 100,00% |
13/11/2024 | 0,83% | 95,90 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 919 CHF | 483 919 CHF | 100,00% | 100,00% |
12/11/2024 | 1,04% | 95,70 % | 96,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 393 CHF | 485 393 CHF | 100,00% | 100,00% |
11/11/2024 | 1,03% | 96,70 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 026 CHF | 489 026 CHF | 100,00% | 100,00% |
08/11/2024 | 0,82% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 866 CHF | 486 866 CHF | 100,00% | 100,00% |
07/11/2024 | 0,82% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 704 CHF | 491 704 CHF | 99,24% | 99,24% |