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% | 98,46 % | 99,26 % | 500 000 | 250 000 | 500 000 | 250 000 | 493 233 CHF | 248 617 CHF | 100,00% | 100,00% |
19/11/2024 | 0,81% | 98,30 % | 99,10 % | 500 000 | 250 000 | 500 000 | 250 000 | 491 252 CHF | 247 626 CHF | 100,00% | 100,00% |
18/11/2024 | 0,81% | 98,48 % | 99,28 % | 500 000 | 250 000 | 500 000 | 250 000 | 492 078 CHF | 248 039 CHF | 100,00% | 100,00% |
15/11/2024 | 0,81% | 98,55 % | 99,35 % | 500 000 | 250 000 | 500 000 | 250 000 | 493 388 CHF | 248 694 CHF | 100,00% | 100,00% |
14/11/2024 | 0,81% | 98,80 % | 99,60 % | 500 000 | 250 000 | 500 000 | 250 000 | 493 629 CHF | 248 815 CHF | 100,00% | 100,00% |
13/11/2024 | 0,81% | 98,61 % | 99,41 % | 500 000 | 250 000 | 500 000 | 250 000 | 493 098 CHF | 248 549 CHF | 100,00% | 100,00% |
12/11/2024 | 0,81% | 98,79 % | 99,59 % | 500 000 | 250 000 | 500 000 | 250 000 | 494 060 CHF | 249 030 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 98,92 % | 99,72 % | 500 000 | 250 000 | 500 000 | 250 000 | 494 517 CHF | 249 259 CHF | 100,00% | 100,00% |
08/11/2024 | 0,81% | 98,69 % | 99,49 % | 500 000 | 250 000 | 500 000 | 250 000 | 493 586 CHF | 248 793 CHF | 100,00% | 100,00% |
07/11/2024 | 0,81% | 98,64 % | 99,44 % | 500 000 | 250 000 | 500 000 | 250 000 | 492 923 CHF | 248 462 CHF | 100,00% | 100,00% |