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% | 97,40 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 076 CHF | 492 076 CHF | 97,94% | 97,94% |
19/11/2024 | 0,82% | 97,60 % | 98,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 440 CHF | 491 440 CHF | 100,00% | 100,00% |
18/11/2024 | 1,02% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 270 CHF | 494 270 CHF | 99,02% | 99,02% |
15/11/2024 | 1,01% | 97,90 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 316 CHF | 495 316 CHF | 98,27% | 98,27% |
14/11/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 588 CHF | 494 588 CHF | 99,92% | 99,92% |
13/11/2024 | 0,82% | 97,70 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 461 CHF | 492 461 CHF | 99,89% | 99,89% |
12/11/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 597 CHF | 494 597 CHF | 100,00% | 100,00% |
11/11/2024 | 1,01% | 98,20 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 888 CHF | 495 888 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 97,80 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 489 292 CHF | 493 292 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,10 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 490 426 CHF | 494 426 CHF | 99,23% | 99,23% |