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% | 97,30 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 293 CHF | 492 293 CHF | 97,95% | 97,95% |
19/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 495 382 | 495 382 | 485 143 CHF | 489 126 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 499 841 | 499 841 | 490 352 CHF | 494 352 CHF | 100,00% | 100,00% |
15/11/2024 | 0,85% | 98,50 % | 99,30 % | 500 000 | 500 000 | 465 702 | 465 702 | 459 208 CHF | 463 086 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 258 CHF | 497 258 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 211 CHF | 497 211 CHF | 100,00% | 100,00% |
12/11/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 760 CHF | 498 760 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 98,70 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 134 CHF | 498 134 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 371 CHF | 494 371 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 99,00 % | 99,80 % | 500 000 | 500 000 | 493 534 | 493 534 | 487 866 CHF | 491 843 CHF | 99,24% | 99,24% |