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 | 487 991 CHF | 491 991 CHF | 98,58% | 98,58% |
19/11/2024 | 1,02% | 97,30 % | 98,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 279 CHF | 491 279 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,70 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 940 CHF | 492 940 CHF | 99,02% | 99,02% |
15/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 727 CHF | 492 727 CHF | 99,38% | 99,38% |
14/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 822 CHF | 493 822 CHF | 99,92% | 99,92% |
13/11/2024 | 1,02% | 97,40 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 221 CHF | 492 221 CHF | 99,89% | 99,89% |
12/11/2024 | 1,02% | 97,40 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 604 CHF | 493 604 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,20 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 266 CHF | 495 266 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 035 CHF | 493 035 CHF | 100,00% | 100,00% |
07/11/2024 | 1,02% | 98,00 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 810 CHF | 494 810 CHF | 99,24% | 99,24% |